Arduino Mega 2560 Not Detected

in the device manager, did you click on ports to expand it?
if you did, you should see an unknown device and you can start from there.
I had the exact same thing happen to me when I first used them.

Instructions on this site are for official Arduino boards

What is "official"?!?! I can copy "official" ones and start selling. Try to review the license they used.

I always use those Chinese clones for a small fraction of the price, even though I'm Italian (it's an open-source project anyway, right?) and I don't like exaggerated prices of copy-paste-ers in some countries where citizens pay huge taxes and the bourgeoisie way of thinking here (the more expensive, the more reliable).
It's just a 2-layer PCB with a handful of components soldered and a bootloader in the microcontroller chip. Everything is open-source and total illiterates can make it with the right tools. I love "cheap labor" until they have some kind of democratic revolution or something.