The most common reason for getting an error message that states SMS is not active is because the JCLCheck or Edcheck options are setup with runtime option NOSMS.
If you do not specify the SMS/NOSMS option, JCLCheck determines your SMS environment and selects the appropriate path.
If SMS is active and you want to use the active SMS configuration, remove the NOSMS option.
If you are running JCLCheck under the TSO/ISPF environment, check the option file allocated to DD EDCHKDD or SUBCHKDD for option NOSMS.
If you are running JCLCheck in batch mode, check the options it is running with for NOSMS.
The last place to check is the default options member JCLDFLT in the CAZ2SRC library.
Option SMS is documented here