@RenAdmin It doesn't look like your policy contains a .pkg installer which would place the Install_AWNAGENT.sh script your command is supposed to run on the Mac. If the vendor's instructions call for running that script hopefully they have provided a .pkg you could upload to your JSS and include in your policy so the script gets installed.
Ive followed the step by step but still having the same issue. I have the package and the customer file but not sure why im still getting this error. I also saw another thread where a few people had the same issue and only 1 person was able to nail it down but did not see the answer.
The below command is what is being executed i copied and paste from arctic wolf article
Link to article > https://docs.arcticwolf.com/agent/installing_mac.html
sudo installer -pkg /private/tmp/AGENT/ArcticWolfAgent.pkg -target /