You need to import the IDM objects by running the XPSDDInstall tool for the IdmSmObjects.xdd file which is located in the Policy Server \xps\dd folder, and restart the Policy Server. If you already performed that step, check the XPSDDInstall logs to see if there was a problem at the time of the execution.
You have to import also some IDM data structure to the Policy Store to complete the integration. Check the appropriate file to import from "policystore-schema" folder on the IDM server.
On Linux, they're located here :
You'll get them by installing the "Identity Manager Administrative Tools" from the Identity Manager server installer.