Hi Matthew
You do need the Payment Engine. This is a free add on from SAP and is included in every install or upgrade package. If you find the packages folder, there should be a sub folder for the AddOns. Once you have the AddOn installed inside SAP Business One, the next step is to check that the payment method is correctly defined and the correct Transaction Type & File Format is filled in.
From there, the rest is taken care of by the Payment Wizard. On the last step there will be a button to create the Bank File.
Let me know if you are still stuck with anything.
Kind regards
Peter Juby