Is there a particular point in the pre-install instructions where you get stuck?
It is probably assumed in the instructions that you have owned and used the phone for more than ~ 7 to 14 days. There is a condition “Prenormal” which on some newer devices does not show on the Download mode screen, but it still blocks flashing non official binaries for a week or two.
Some causes for locked bootloader in the section Bootloader locked Know your hardware - Samsung