Payroll must currently be configured by a system administrator in XML and loaded into the system. See the files hot-deploy/financials/data/PayrollSeedData.xml and DemoOrgPayroll.xml as a reference.
Paychecks can only be made from an organization's COMPANY_CHECK (ie, checking account) payment method types, so you must have at least one of these configured.
Manual pages >> Configuring Sales Tax
Section pages >> Facilities Setup: Stores, Warehouses, Shipping