Hello @ashwini2024,
That step from the BSP user manual is only needed if you require to use secure boot, I understand that you don't currently need that feature.
However, the error you are seeing is because you need to define NXP_FIRMWARE_LOCAL_DIR as the directory in which you have downloaded your HSE FW (the folder that was created after running HSE_FW_S32G3XX_0_2_51_0_D2404.exe), for example, in my setup I used:
NXP_FIRMWARE_LOCAL_DIR = "/home/nxg09032/linux-bsp/bsp-41/HSE_FW"
Note that the path starts with a slash and does not end with a slash.
in which I have the following:
.
└── HSE_FW_S32G3XX_0_2_51_0
├── ApacheLicense2.0.txt
├── docs
│ ├── HSE_FW_H_S32G3XX_0.2.51.0_Security_Installer_Guideline.pdf
│ └── HSE_FW_H_S32G3XX_0.2.51.0_Service_API_Reference_Manual.pdf
├── GettingStarted.html
├── hse
│ └── bin
│ └── rev1.1_s32g3xx_hse_fw_0.20.0_2.51.0_pb240404.bin.pink
├── HSE_FW_S32G3XX_0_2_51_0_ReleaseNotes.pdf
├── interface
│ ├── config
│ │ ├── hse_compile_defs.h
│ │ ├── hse_compiler_abs.h
│ │ ├── hse_h_config.h
│ │ ├── hse_platform.h
│ │ └── hse_target.h
│ ├── hse_gpr_status.h
│ ├── hse_interface.h
│ ├── hse_srv_responses.h
│ ├── hse_status_and_errors.h
│ ├── inc_common
│ │ ├── hse_common_types.h
│ │ ├── hse_defs.h
│ │ └── hse_keymgmt_common_types.h
│ ├── inc_custom
│ ├── inc_services
│ │ ├── hse_srv_aead.h
│ │ ├── hse_srv_attr.h
│ │ ├── hse_srv_bootdatasig.h
│ │ ├── hse_srv_cmac_with_counter.h
│ │ ├── hse_srv_combined_auth_enc.h
│ │ ├── hse_srv_crc32.h
│ │ ├── hse_srv_firmware_update.h
│ │ ├── hse_srv_hash.h
│ │ ├── hse_srv_ipsec.h
│ │ ├── hse_srv_key_derive.h
│ │ ├── hse_srv_key_generate.h
│ │ ├── hse_srv_key_import_export.h
│ │ ├── hse_srv_key_mgmt_utils.h
│ │ ├── hse_srv_mac.h
│ │ ├── hse_srv_monotonic_cnt.h
│ │ ├── hse_srv_msc_key_mgmt.h
│ │ ├── hse_srv_otfad_install.h
│ │ ├── hse_srv_publish_sys_img.h
│ │ ├── hse_srv_random.h
│ │ ├── hse_srv_rsa_cipher.h
│ │ ├── hse_srv_sbaf_update.h
│ │ ├── hse_srv_self_test.h
│ │ ├── hse_srv_she_cmds.h
│ │ ├── hse_srv_sign.h
│ │ ├── hse_srv_siphash.h
│ │ ├── hse_srv_smr_install.h
│ │ ├── hse_srv_sym_cipher.h
│ │ ├── hse_srv_sys_authorization.h
│ │ ├── hse_srv_tmu_reg_config.h
│ │ └── hse_srv_utils.h
│ └── std_typedefs.h
├── license.rtf
└── uninst.exe
9 directories, 51 files
All of the files inside the HSE_FW_S32G3XX_0_2_51_0 are extracted from the installer I mentioned earlier.
If you only need HSE, only follow the first step from 10.2 Building HSE Features with Yocto and then you can jump to 10.3 HSE Userspace Driver.
Let me know if this information was useful.