Hi, do you mind to share a screenshot of the error message?
To deploy VM Firewalls, you will need a HTTP Web Server for Panorama to download the ovf.
VM-Series NSX Edition Firewall Deployment Checklist
Download and save the ovf template for the NSX edition of the VM-Series firewall on a web server.
The NSX Manager must have network access to this web server so that it can deploy the VM-Series firewall as needed.
You cannot host the ovf template on Panorama.
Here's a diagram for the deployment process, see point #8