OK, then the problem is that you have selected the wrong COM port. You need to select Tools > Port > COM6.
The fact that the port changes is very confusing. The reason for this is that when you put the board in bootloader mode with the double reset, it is seen as a different device by Windows, so Window assigns it a different COM port. The same actually happens when you do an upload in normal mode, but in this case the board switches from COM6 to COM7 and then back to COM6 during the course of the upload and the Arduino IDE is smart enough to follow it through these changes. Since the port is the same before and after the upload, the user is not affected the the port change when in bootloader mode. So this is specific to the double reset technique.
This line causes the board to wait there until the serial port is opened. Without that line, all serial output is lost between the time the sketch starts (after upload or power on) and when you open Serial Monitor. Sometimes that can be important information about what happened at startup. In the case of my silly sketch that only prints "hello" over and over again, we aren't so bothered if some of those "hello"s are lost because there will always be more where that came from.
Something to note about this code is that it can actually cause undesirable results in the case where you want the Arduino device to be able to run even without the serial port open. In this case you would want to remove or comment out that line when you no longer need the wait behavior.
Because the MKR Zero has native USB capabilities, the baud rate setting does not matter, so I left out that step. However, for other boards that use real serial communication (e.g., Uno) it is essential to make sure there is a match between Serial.begin() and the Serial Monitor's baud rate menu.