There are two possibilities. On the Data menu, you will find a Propensity Score Matching dialog. You need to install the FUZZY extension command via Extensions > Extension Hub for that to work (starting Statistics in Administrator mode is sometimes necessary for that install).
The second possibility is to use PSMATCHING3, which is not from IBM. It needs the appropriate version of R, the R Essentials from the Extension Hub, and the extension command itself, which you can get from here
https://1drv.ms/u/s!AoWcE61g_FAdiptyblq0-P9sxVkQWg?e=9IHzxC
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