Transfac is the transcription factor binding site database. It is available by anonymous FTP.
Unpacking the distribution reveals a file called site.dat. This is the one EMBOSS needs.
Run TFEXTRACT to extract the data from TRANSFAC.
% tfextract Extract data from TRANSFAC Full pathname of transfac SITE.DAT: /databases/transfac/site.datTFSCAN can now access the TRANSFAC database.