In order to be able to charge members of your site, you need to configure the payment methods.
To do it, go to Memberships | Settings and click on the “Payment Gateway & SSL” link.
Fill in the requested information about the payment gateway. In the bottom of page section, just click on the “Save Settings” button:
More detailed information about this topic can be found at https://www.paidmembershipspro.com/documentation/initial-plugin-setup/step-3-payment-gateway-security/