No workers could be retrieved using the supplied credentials. You may choose to continue, but until some works can be retrieved ...

No workers could be retrieved using the supplied credentials.  You may choose to continue, but until some works can be retrieved from Workday via the Workday Web services, no users will be provisioned into Azure Active Directory based on information in Workday.  Consult your Workday documentation to determine how to grant to the user whose user name and password you provided, permission to retrieve worker data from the Workday Web services.