I just need to take control of one barony to restore the Roman Empire, but that barony is hands of a Holy Order, I've tried excommunicating them, and also tried to create a claim, but my counselor never creates a claim in the barony itself, any ideas?
If you don't have a claim on the title, and you can't usurp it, you might be able to invite a claimant to your court.
To do that, click on the coat of arms for that title to go to the title screen. One of the buttons on will say "Claimants", and this will reveal a new window with a list of everybody who has a claim on that title. Anybody in that list who has a green thumbs up next to their portrait, is willing to join your court if you click on them.
If there are no one willing, you may try to persuade one of those with a red thumbs down to win them over – however, there is no guarantee for success. Figure out why they won't join you.
Either way, if you are successful, the new claimant will join your court in approximately fourteeen days. You will then be able to press his/her claim.
If the title is lower than your own (as it is in your case), the claimant will become your vassal after the war. If the title is equal to yours or higher, the claimant will become independent.
... Except there are no claimants to Holy Order baronies, as they appear overnight from the event and have Open Elective succession...
However, as Affine previously said, you CAN press de jure county claims... but for Holy Orders, ONLY if you yourself own the county.
Hope this helps anyone who had the same problem I did.