What instructions did you follow and what SDM release are you using ?
The instructions in the $NX_ROOT/samples/pdmconf are pretty clear outlining the steps necessary to add a new webengine and a web director.
Note that in 14.1, the steps are different - you need to create a new configuration from the web interface and then associate it with the server in the configuration step. Since you're using pdm_edit though, I guess you're using a different CA SDM release.