No provisioning groups could be retrieved using the supplied credentials, which may be because no provisioning groups exist. ...

No provisioning groups could be retrieved using the supplied credentials, which may be because no provisioning groups exist.  You may choose to continue, but although workers may be provisioned as users with Microsoft Azure Active Directory, they will not be assigned to any groups.  If you were to assign your workers to at least one Workday provisioning group, then they would be assigned to a group with the same name in Azure Active Directory, which would be created if it did not already exist.  Then licenses for self-service password reset could be assigned to that group, which would allow the newly-provisioned users to log on to Azure Active Directory.