In order to create Actions that use some SAP connectors in the Talend Integration Cloud web application and the Talend Studio, you need to set up these connectors both in Talend Studio and in Talend Remote Engine.
For more information on how to install the SAP RFC server that is necessary to receive IDoc documents from the SAP server and make them available for processing in Talend Jobs, see Installing and configuring Talend SAP RFC Server.