You need to also install the mcollective puppet agent as per here
https://github.com/puppetlabs/mcollective-puppet-agent
As you're on puppet 4 you might want to try
https://github.com/ripienaar/mcollective-choria/wiki which sets
everything up for you and uses a less resource intensive
The mcollective-puppet-agent module assumes Puppet is in PATH. That may be
an issue, you can configure the full path in the mcollective setting
`plugin.puppet.command`.
The default value for `plugin.puppet.config` may also be incorrect (it
hasn't specifically been updated for Puppet 4, this is one
