To create a protected data set, navigate to the desired workspace and click on the Generate Data button in the top right corner. If the button is disabled, this means that pre-job checks did not complete successfully, and you'll be able to get more information by hovering over the Generate Data button. Pre-job checks will verify whether your source and output databases are properly connected, whether your table modes and generators are compatible with each other, whether your subsetting configuration is valid if enabled, and for other unresolved errors.