This error is saying that your water-to-air heat pump coils are not attached to a water loop.
To attach them to a water loop:
- Click on the water-to-air heat pump
- In the upper right corner, click on the Chain Link icon
- Check the box next to the name of the plant loop you want to connect the coil to. If you do not see any plant loop names, you'll need to add a plant loop to your model first (on the HVAC tab).
- Repeat for the heating and cooling coil (first two chain link icons). E+ uses two separate objects for the heating and cooling side of a heat pump, and they both need to be connected to a plant loop. Typically they are connected to the same plant loop. You'll notice that there are 3 chain link icons. The third is for the backup heating coil. This link only shows plant loops if the backup heating coil is hot water (no, this is not common, but E+ allows it).
See the second picture in this answer for a visual (for PTACs, but the process is the same).