Hello Ralf,
I'm kind of surprised that you are trying to use ASE Cockpit since you have Netweaver based-applications. ASE Cockpit has been desgined to monitor what we call "standalone ASE", that is , ASE for non-Business Suite applications. And besides that there are configurations steps to apply.
But to monitor/configure you ASE running for ASE application it is strongly recommended to use DBACockpit, you should be able from there to configure ATM and Data Collector Framework.
Kind regards,
Victoria.