Yes, you will get that error message if you do not have a Paypal Pro account. Without a paypal pro account, you cannot use Paypal Direct payments services.
When you purchase an SSL Certificate, it will be installed on your server. Your host will create a directory for you to upload pages that will be served when accessing the site using the HTTPS protocol. You need to upload the checkout pages to this directory. to access the pages using a secure connection, use https instead of http in the URL: