ZXF4 missing: We have installed one of your examples in our development system (MM02 single screen layout). When we press F4 in one of the input fields we get a message saying that transaction ZXF4 doesn't exist. What is missing in our system?

You need to add transaction ZXF4 in your system, as described in
-> Documentation
-> InputAssistant
-> Value help and matchcode for your own input fields

Transaction ZXF4, by the way, can be given another name if you need to observe naming conventions for your own transaction codes.  In this case use

ProcessingOption SearchHelpTransaction="/XXXX/ZXF4"

in the session script to set a different transaction name, /XXXX/ZXF4