The "Issue Manager" plugin needs an established application link to one or more Jira instances. Please refer the Atlassian documentation for further deatils: Application Links Documentation.
You can see the established application links for your Confluence instance via: <base-url>/plugins/servlet/applinks/listApplicationLinks
Add an Application Link alias
The "Issue Manager" wraps an alias around an established application link. This adds the possibility to change the connected Jira, without changing all inserted issue macros (as it would be necessary with Atlassians Jira Issue Manager).
You can choose any application link for your Confluence instance and add a speaking alias name.
If the application links works you are ready to go!
Cannot fetch data from Jira
When trying to create or search an issue and the provided message appears in the macro configuration, try to follow the instructions. If this does not work, have a look at the application link settings (/plugins/servlet/applinks/listApplicationLinks).
This message occurs, if your Jira and Confluence doesn't have a common user base. So every user has to grant access to Jira for requesting data.