In version 6.5 and the current version of 6.7 (4D v6.7.1), the CHANGE LICENSES command can be executed in both interpreted and compiled databases - but will not work in databases that have been compiled & merged with 4D Engine.
Note: This is the standard behavior of the CHANGE LICENSES command.
In order to add a license, such as a web extension license, to a merged application you must use either the installer on the 4D product CD or a local copy of 4th Dimension/4D Server. To use the product CD, run the 4D Installer and choose "enter a new license" when prompted. To use 4th Dimension, launch the application and use the key combination "ctrl + shift + F8" to bring up the window which displays the licenses installed on that machine, then click one of the add licenses buttons (the "ctrl + shift + F8" keyboard shortcut works on both Windows and Macintosh).