When I try to create a test step in REST project, I get error message: "Missing Methods in Project"

Hi, 

Thank you for your post. You have two test steps of the HTTP request type which can send an arbitrary HTTP Request over HTTP or HTTPS: https://www.soapui.org/functional-testing/working-with-teststeps.html

The REST Request test steps are tied to a corresponding REST Service, Resource and Method in the containing soapUI Project. Please see the following article for details: REST Resources and Methods.