When I start the GuiXT matchcode program "ZGUIXTF4" in transaction SE38, I get a message that the gui status is missing. How can I correct this?

It is not necessary to correct it, since the program ZGUIXTF4 is only used in a hidden way, where no gui status is necessary. If you want to correct it anyway, you can add a "Set pf-status" ABAP command in the program.