Hi rojopipe,
These are two different features.
One presents a portal for the user to login and the other sends emails with a protected PDF attached.
If you want external users to log in to the Web Email Protection (aka Web Messenger) you need to have it available to the outer network.
If you want to send a PDF Email Protection (aka PDF Messenger) you need to ensure email communication to the external mail routes.
If you intended to use it internally (with internal users) it is currently not possible, these are "Key Not Found (KNF) options" which are only available for external users (non-managed domains).
HTH,
dcats