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That type of automatic mapping for sectors and sector constituents for the RRG requires a connection to Bloomberg terminal.
If you do not have Bloomberg data, you can achieve a similar result but there are additional steps.
First you need to setup your Watchlist / RRG script for all the Sector codes, to find the headings (no GETDATA() required).
Once you have found the sector(s) of interest you can open an RRG chart for the constituents of that sector. To do this you will need your own symbol lists for the different sectors (as a CSV file or manual list): https://help.optuma.com/kb/faq.php?id=1197
We do have workbooks for the US S&P 500 and Australian sectors you can access from here to get started: https://www.optuma.com/sector-workbooks/