The Schedule IN-W lists all of the withholding reported on your return by payer. If you have W-2 income, the state withholding information from the W-2 would be listed here. Similarly with income/withholding from other forms such as Forms 1099.
The schedule asks for the FEIN of the payer. The FEIN is reported in Column C of that schedule.
If you're getting an error on this schedule related to the FEIN in column C, go back through your income entries to ensure you've entered the FEIN for all of the forms that reported Indiana withholding.