Can't add effect to master clip on Premiere Pro CC I am trying to add an effect to multiple pieces of video on the same sequence. 

The sequence contains:
-10 .mov videos divided in a plenty of small sequences
-pictures and titles

I followed step by step the instructions of this video https://helpx.adobe.com/premiere-pro/how-to/apply-effects-master-clips.html and this guide https://helpx.adobe.com/premiere-pro/using/master-clip-effects.html  but when I try to drag the effect to the source video or to the "project:" videos, the "hand" has a denied sign, meaning that the effect can't be added.

What can I do? Am I doing anything wrong?
Most probably you don't have latest version of Adobe Premiere CC. As far as is concerned this feature is added in Adobe Premiere CC 2015.

I have older version (version 7.0.0 (342)) and that feature still missing in that version. 

You shall update your Adobe Premiere CC till the latest version.