Assuming you have started QMF under TSO or CICS, you should change the QMF parameters on your START command if you want to start QMF under DB2 DRDA AS. Specify the following command:
(DSQSSUBS=ssid,DSQSDBNM=location
where ssid is your DB2 UDB for z/OS subsystem ID and location is your DB2 DRDA AS location name.
You are ready to continue on to Testing your QMF installation.