Hi Stephen,
Just out of curiosity I tried this too in my sandbox but I get the same message as you so I guess there is some missing configuration for SAP PM orders.
If I run CM33 without work center and just for the Plant I can see all PP order but no PM orders.
You may want to have a look at nodes under 'Capacity Requirements Planning' to see if there is any profile that needs to be updated to reflect PM orders on the screen.
- Production >> Capacity Requirements Planning >> Capacity leveling and extended evaluation
The profiles you will see here are all standard SAP setup so be careful if you are to make any changes, best to create new profile/s for your testing.
If you get this resolved can you please post back as it will be good to know how you got it resolved.
Regards,
Khayyam