I think I've followed the instructions with no errors: I've got the connections, I can browse from dataset the categories and so on. Then I've tested the sample query in the video but my testing preview give me the colums with zero result.
I saw a blog entry this year around a custom appliance that bundled everything you need to create custom reports. Can't find the ref for it but was tentatively due in May 2018 from recollection. I'll have another look.