When classes are set up in the Arbor MIS, they don't automatically have a subject.
In order for HegartyMaths to work with your MIS, it is necessary to set the subject for your classes to "Mathematics" or another mathematical subject in the MIS.
Arbor's instructions for doing so are on their help page at
https://support.arbor-education.com/hc/en-us/articles/360007341958-Bulk-Setting-Course-Subjects