The description of the ANS1008E message in the Messages manual, of via
'dsmc help' explains the problem.  You're missing an Archive type copy
group in your management class.

Go to http://www.redbooks.ibm.com/abstracts/sg244877.html
and download that redbook to read and gain an understanding of the
Copy Group in the product.  It's important to master the basic
concepts before trying to implement Archive and Backup operations.

  Richard Sims