3125759 - Employees cannot access to Pay Statement via Deep link available on EC Homepage

When accessing Pay Statements via deep link sf/latestpayperiod configured on SF Home Page, employees see the message 'We are having trouble displaying your pay data because pay statement (direct) integration is not enabled. Please inform your administrator and try to view payroll data using the "My Employee File" link':

Another possible error clicking Pay Statement link available on Home Page is "We're having trouble showing your pay statement. Try viewing it in your pay history.":

Employee Central Payroll

home, tile, "My Employee File", homepage, ECP, Direct Pay Statement , KBA , LOD-EC-GCP-PY-PST , EC Payroll Pay Statement , Problem