In the page setup PMP displays the shortcode for each page encased in single quotes. I suggest that the single quotes be removed. This format would usually be taken literally and therefore will not work. A cut and paste would be convenient, but the shortcode format is not proper.
When PMP states that it can create the pages, you would think the pages and the relative shortcodes would be created. Only the pages are and no embedded shortcodes. You may want to state that the pages will be generated but the shortcodes need to be manually added. :)