Hey Yifan,
If the Lesson 1 Wwise project works, then the Lesson 2 should certainly work too, so here's a few things you could try.
1) Make sure you added the Combat Music Playlist Container to the Event's play action and that you've generated SoundBanks. Then use the profiler to ensure it's called, otherwise, tell us what errors you get.
2) If that doesn't work, delete the Windows and Mac SoundBank folders in \Audiokinetic\Wwise 2021.?.?.????\Cube\cube\soundbanks\, then regenerate the files from Lesson 2 and make sure the Windows/Mac folders get created. If not, the Soundbanks might be generated into a wrong location.
Let us know if you get it to work.