How to solve this error Can not find utils in context

Try wrapping it (like in the example: https://material-ui.com/components/pickers/):

import React, { Fragment, useState } from "react";
import DateFnsUtils from '@date-io/date-fns';
import { DateTimePicker, MuiPickersUtilsProvider } from "@material-ui/pickers";

function BasicDateTimePicker() {
  const [selectedDate, handleDateChange] = useState(new Date());

  return (
    <MuiPickersUtilsProvider utils={DateFnsUtils}>
      <DateTimePicker
        label="DateTimePicker"
        inputVariant="outlined"
        value={selectedDate}
        onChange={handleDateChange}
      />

      <DateTimePicker
        autoOk
        ampm={false}
        disableFuture
        value={selectedDate}
        onChange={handleDateChange}
        label="24h clock"
      />

      <DateTimePicker
        value={selectedDate}
        disablePast
        onChange={handleDateChange}
        label="With Today Button"
        showTodayButton
      />
    </MuiPickersUtilsProvider>
  );
}

export default BasicDateTimePicker;