Calories has an exclamation point, asking me to do an outside activity even though I already did

Your watch is basically telling you that it can improve the personalization of your energy expenditure (calories) if it knows your current fitness level. Cardiorespiratory fitness is measured in terms of VO2max, which your vivoactive 4 estimates based on a combination of heart rate and movement speed during walks and runs.

The analysis that estimates your VO2max runs continuously in the background during these activities, but usually takes about 10-15 mins of continuous activity to collect enough information to produce a reliable estimate. The reason it takes this long is because of the length of time it takes your body to warm up and for your heart, lungs, circulation system to reflect the specific level of exertion required to move and maintain that particular running/walking speed.

There may be a guided test - sry can't remember - but really any walk or run you record with HR and GPS active should do the trick. You can stop/start as needed, but as a general rule, it's probably better to try and keep moving continuously at a consistent pace. And, of course, as always, the more runs and walk you record with your device, the more accurate the results will become. 

Hope that helped.