Hi James ,
As it is mentioned above 'The first screen is transfer structure not transformation' So please check transformation and see if it active or not. If it is not active, You can activate it directly from RSA1 or through the abap Program '' . During activation from RSA1 it might ask for transport request no. (Same as 2nd screenshot) . You can create any request and can save your transformation in that request. It is nothing but a container which keep the objects . So that you can transport it to other BW systems (Dev-> Quality) .
For creating transport Request - Click on the create icon in the below screenshot.
Thanks,
Priyanka
