Does the SharePoint Designer 2010 not support creation of workflow for SharePoint Online?
Based on this official article from Microsoft you will face more issue like
- SharePoint Designer cannot display the item.
- The list of workflow actions on the server references an assembly that does not exist. Some actions will not be available.
- Microsoft SharePoint Designer cannot be used to edit web sites on servers different from SharePoint Server 2010.
So to resolve these issues, install SharePoint Designer 2013.
Note: You can install SharePoint Designer 2013 alongside SharePoint Designer 2010. However, it's recommended that you uninstall SharePoint Designer 2010 before you install SharePoint Designer 2013.
Ref : Workflow problems after you connect to a SharePoint Online or SharePoint Server 2013 site
is there anything that I should do to make it work?
I didn't try that but this article introduces a workaround to How to Use SharePoint Designer 2010 to Edit SharePoint 2013 Sites Successfully by
- Looking for the update
KB2553382
in the SharePoint Designer 2010 section at Windows update on your PC.
- Highlight it and click Uninstall.