Within the MFA User Server Task, you must concatenate the received data set HLQ.ZSERVER.SCLM.EXEC to the SYSEXEC allocation, and add the received data set HLQ. ZSERVER.SCLM.SKELS to the ISPSLIB allocation.
Instead of a static allocation you can dynamically allocate both data sets by customizing the exit procedure TAUTOXA1. See the Workflow Manager Modeling Guide for more information.