The tutorials are glitched, I never remember to mention that to anyone.
To make a room, go to multiplayer, click the button located near the bottom right that says 'Create Server' and type in the name you want.
Most times, it will disconnect you once. Just re-make the server again.
Other times, the server list is full, so you can't make a new server. You might have to wait until someone closes their server, or wait a few hours or minutes.
I hope I helped!