Hey,
Yes let me explain this, it is a bit complicated to get started. So the IAM ROLE, which you have created will be used inside the SageMaker Training Job/Inference. Meaning this ROLE is used to, e.g. download your data from s3 or is needed to start the underlying machine.
The error NoCredentialsError: Unable to locate credentials is shown when you don’t have credentials configured on your machine. You need to run aws configure so set up IAM Credentials (User) on your machine. You need these credentials to start your training job.