Pro|E: Create a reference datum plane:

To use GDT frames, you need defined datums. Unfortunately, the terminology is blurred here; a datum used for creation of geometry is not usable in a GDT frame until it is annotated as being a named "Datum".

To make a GDT datum plane:
Create a regular datum plane, if there isn't one already. There are at least two ways to annotate it as a GTD datum plane; here's one:

In the model file, click "Insert an annotation feature", if it's on the toolbar. It looks like a sticky note. If not, pick "Insert/Model Datum/Annotation" from the drop-down menu.

Pick "Add", then "Set Datum Tag".

Select the desired datum plane and placement features. Be careful to click "ok", "done", etc. on the pop-up dialogs, or you will need to restart the process. It does not strike me as "friendly".