No. It is only the first section where you “do not use sideload”.
You have to follow the instructions exactly!
Let’s look at the headings:
Flashing additional partitions
This section is fastboot.
Installing a custom recovery using fastboot
This section is fastboot.
On completion of this section we see:
5. Manually reboot into recovery mode
You have to know that this has worked.
Think of this as a half-way stage, you need to have a working Recovery, but you have not started work on the OS.
Steps to install /e/OS using /e/OS recovery
Here there is a different mixture of work to do first, then we come to the one sideload command.
You can check your fastboot version (must have a device connected) with
fastboot --version
Are you seeing any error messages?
Also let’s check your downloads
One expects to download the main ROM, e-2.2-t-20240718417775-dev-oriole.zip
plus the recovery and boot images, recovery-IMG-e-2.2-t-20240718417775-dev-oriole.zip
the latter you unzipped to find recovery-e-2.2-t-20240718417775-dev-oriole.img, which is the e-Recovery.