Please update FSX to the latest version, v126.96.36.199, by clicking here.
After downloading and installing the latest version, click on the "Settings" icon in the top right corner of FSX 2020/FSX Subscription.
From there, click the "Settings" option on the left-hand side of the newly populated settings window.
Then, click the "Language & Units" tab along the top of the newly populated settings window.
Finally, click the "Enable Local Contests" box, then click "Apply" to save the setting.
You may click the "X" icon to close the Settings.
Select "Compete" from the main menu, then "Competitions, "Skills Challenge," then "Custom Challenge."