Your screenshot clearly shows that your netweaver developer studio is not connected to SAP WAS.
The following steps need to be done in NWDS
a)Go to windows -> preferences -> SAP J2ee engine.
b) Pick sap j2ee engine installed on the host and add message server host and port details.
c) then go to windows -> show view -> j2ee engine and click on j2ee engine - window will open and You will see the server connected details.
The above document might be working but it is old and you might see menu option in NWDS slightly changed. But the configuration settings are as above explained. once you configured then try the deployment. Hope that helps.