To initiate the scenario and create the infrastructure we need to deploy a CloudFormation template.
You can download the example file here: The CloudFormation JSON file.
Access the CloudFormation

In the CloudFormation Dashboard

In the Create stack interface, under Create stack

In the Specify stack details interface, under Specify stack details
AutomatedIncidentResponseWorkshop.
In the Configure stack options interface, under Capabilities

In the Review and create:
This should take a couple minutes, so go grab a coffee while at it.

If the stack status is CREATE_COMPLETE go to the next step Set up Security Group