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The package that you downloaded also includes JEC utility which is located under /usr/local/bin and the script that is needed to be run by JEC which is under /home/opsgenie/oec/scripts. After the configuration of JEC is done, you need to run it. To learn more about how to run JEC, you can refer to the Running JEC documentation.
Troubleshooting
Former PRTG Integration users can convert the integration to make it work for bidirectional use by adding sensorId, {{sensorId}} key-value pair to Extra Properties field at your PRTG Integration configuration.
If you are having trouble sending execute actions to Jira Service Management, enable Send SNI and add us.opsgenie.com for US and eu.opsgenie.com for EU.