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In case you are trying to logon to a private Jira Server or Data Center system from the Office add-in, and the corresponding app from the Marketplace is not installed, it might not work. In general, for licensing reasons it’s required to have the app installed anyway, so you’ll need to get in touch with your Jira administrator about this.
In case you still want to test first, before getting in touch, you can try using the COM add-in, which will allow you a 30 day trial without having anything configured in Jira (this only works if you don’t have any SSO installed).
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