Don’t worry about setting the material thickness, just use the Set Focus command (it’s under the three dots menu), which allows you to click on the surface of your rubber and the camera will determine the thickness at that point for you. Then click on your design that you want to engrave over in the menu on the left hand side of your screen. You will get a flyout menu that will allow you to set your engrave settings (choose “Manual”, you might have to scroll down to see it. Once you are in manual settings, set your engrave settings to the following:
Engrave
- Speed: 220
- Power: 60
- Greyscale: Vary Power
- Min Power: 0
- LPI: 270
These were the settings recommended in the reference that @wesleyjames gave you in his answer above. They are as good a starting point as any, but you might have to experiment a bit with your particular rubber.
The reason you got the No Artwork message was that the actual settings had not yet been specified. Once you do that, you should be good to go.
Try these suggestions, and if you are still having trouble, check back here. And maybe upload the design you are trying to engrave, we might have better suggestions based on that.