I am having the same problem. I am not going for certification, only to learn the program, so the fact that I'm using a later version than advised for compatibility shouldn't matter so much. I am on about the fifth try, and I'm sure that the problem is at the integration stage. So here are some comments:
1. screen five of Adding an Event: In the lower right view... it is implied by the previous screenshot that I have the Audio panel open and Actor-Mixer Hierarchy/IceGem_Blast selected. I chased around over these five attempts to find this, and it turns out that I should have switched to the Soundbanks tab in Project Explorer.
2. Generating Soundbanks: the tool layout has changed, I guess. There is no User Settings button, instead the yellow gear icon at the top right of the Soundbank Manager window has User Soundbank Settings as an option. Also, where the lesson says "selected", the manager says "checked" -- ambiguous, since checked can mean verified as well as selected.
At some point I realized that whatever is supposed to happen, it is supposed to happen where I deleted the Soundbanks folder as instructed earlier in the lesson. (In fact after a couple of attempts I thought to rename it instead, so that I'd remember where it was meant to be.) So...
The Generating a Soundbank page instructs me to navigate to the ...\cube\cube folder. I assumed, now on my fifth try, that Wwise would create the folder. In fact, I have to create a folder named Soundbanks and then select that. Once I did that, success! I now have a Soundbanks folder in the right place... but it does not contain the hierarchies that the original renamed folder has -- it is missing the Windows subfolder. Windows and English is checked in Soundbank Manager as it should be.