Make sure you have the puppet-foreman_scap_client package installed on host, where you run the foreman proxy with puppet master/server. If you have all in one setup, it’s the foreman host itself. Then import puppet classes from that foreman proxy. Once you see the foreman_scap_client class in your UI, you’ll be able to continue.
you can see the list of imported classes in UI under Configure -> Classes. To import additional classes click the “Import environments from $my_proxy” button on that page. This will fetch list of Puppet classes that are on $my_proxy but not yet in Foreman. You just select what you want to import and confirm.