BTW why is this tutorial about Uno; why no mention of 2560? Confusing.
Because the same chip is used on both boards, the same install process is used. Typically, one does not but a Mega as their first Arduino, so the process of getting a 2nd Arduino configured and working is more familiar. Perhaps this is why the instructions aren't clearer.
What are the chances I have a bad board?
Official Arduino? Pretty slim.
Chinese knockoff? Better.
The Arduino does not show up on the Ports (COM & LPT) section until the proper config file is identified for the device. Look for a section called Unknown devices, or something similar. See if the Arduino is listed there.