Indeed, you need to create it first, in data quality systems, and then you need to specify it for the process. In the ecoinvent database we publish, this is not set as this is also not set in the original ecoinvent processes.
if you want to set it yourself, for all processes, do this via an sql script, in the sql window in openLCA, UUID is the UUID of the quality system:
update tbl_processes set F_DQ_SYSTEM = (select id from tbl_dq_systems where ref_id = 'UUID');