As you noticed Users and Groups is hidden in the Enterprise Applications blade in the case of native applications and I believe that the reason is that you don't usually configure role assignments in the native application but instead you do it in the WebApp/WebAPI (that the native application is consuming).
Anyway yes you can configure application roles for a native application. You can do it but editing the manifest and adding the appRole there (the value property will appear in the role claim). Example:
"appRoles": [
{
"allowedMemberTypes": [
"Application",
"User"
],
"displayName": "ReadOnly",
"id": "9cc5ee76-3d7d-4060-8b7f-e734f3917e71",
"isEnabled": true,
"description": "ReadOnly roles have limited query access",
"value": "ReadOnlyUser"
}
]
Then you can add an user to that role by using Powershell:
New-AzureADUserAppRoleAssignment -ObjectId <user's object ID> -PrincipalId <user's object ID> -ResourceId <native app service principal ID> -Id <role ID as it is in the manifest>
Then if you get a token for this application and for that user, you should see the role claim:
"roles": [
"ReadOnlyUser"
]