The Amazon Marketplace Connector uses Custom Authentication. When creating a Connector, you must first store the authorization information in an Authorization Vault, which provides a secure storage location for API keys, tokens, username and passwords, headers, and other info used to authorize calls to external Web Services. In order for a Cloud Connector to work, this vault entry must exist and be configured for the external application you wish to communicate with.
Please contact Cleo Services to assist you with vault creation.