The plugin is telling you what the issue is:
“Membership Payment/Join Page is not defined in the settings page.”
Do you have a URL filled in the “Membership Payment/Join Page” in the settings menu?
Can you please post a link to the site you are testing this on so I can see what it’s doing?
AWeber form lets your visitors signup for newsletter. The eMember plugin has no control over AWeber’s signup form. In order to crate a membership on your wordpress site eMember needs to know some details of the user. AWeber won’t pass the user details to the eMember plugin. So I am not sure if this can be done.