When coming accross SQL Express editions, you will not be able to set a job in the Agent to execute a stored procedure. I usually do custom stored procedures to run them on Express editions.
There is a way to execute them by using the
sqlcmd -Q "exec myprocedure" -S mysqlserver -d fromthisdatabase -E -o C:\log.txt
This will execute your stored procedure and you can put it in a batch file and schedule it in the Task Scheduler