What MyEclipse wants you to do is to right click on the project root, go down to MyEclipse, and “Add WebProject Capabilities…”, then it wants you to do the same thing, but select “Add Struts Capabilities”. This may/maynot require some modification of the location of some files (for example, defining a webroot and putting all JSPs into a directory under the webroot, etc.).
The struts-config editor needs to know more about your project, that is why it requires you to have the project setup a certain way.