So it seems I have all that is needed but still no luck 
Any Thoughts? Is there a certain part of Security & Compliance that has to be enabled?
Do you have the permission as the Operator to use Query?
Haha, you cannot “Execute Query” until you have selected some computers to be “Targeted”.
So Click on the button/link to the left of “Execute Query” first!
Priceless - Thanks - Shows you how new we are to 9.5