If you do not see the Authorization Server tab under Security → API, the Okta org you are using likely does not have the required API Access Management license. While this feature is enabled for Developer orgs by default, so that you can build applications for various use cases, this is a paid feature in production orgs.
You will want to reach out to your Okta Account Manager to get information about the pricing to get this feature added. Here is our general pricing page about it for reference: https://www.okta.com/pricing/#it-api-access-management
The one called ‘Default’ is actually a custom authorization server, so no, you cannot use it without the API Access Management feature or in an org that otherwise is allowed to use it.