System not allowing to create City/County Tax Card

Summary:

Hi Team,

While creating Tax withholding Calculation Card (W4) for employee, I am only able to create Federal and State tax component.

City/County/SD are not getting created when I click "Create Default State and Local Withholdings" or even when I select "Add Tax Withholdings" and try to add City component manually.
Cities LOV is blank and county is not even available as an option to add.

Is there any setup required for this?

Few points to notice is that this client does not have “Payroll License” but they want employees to update W4 through ESS in oracle, so vertex is not supported and geographies are loaded using Locate|GBG.