Hello Nanni,
You mean to say that there was no MW setup done earlier from R/3 to CRM?
You can check R/3 table CRMCONSUM for entry something like below:
<CLNT> CRM X CRM R3A
If no entry exist for CONSUMER = CRM, then you need to maintain one.
Next step is to create an RFC destination in R/3 using transaction SM59(ABAP connections), for your CRM system and click on 'Connection Test'..
After this you need to make an entry in R/3 table CRMRFCPAR.
At CRM side, you can create a site for R/3 using transaction SMOEAC.
You can start with above mentioned steps to establish R/3 to CRM connection.
You should be able to find some setup guide here in SCN.
Thanks and Best Regards,
Shanthala.