I guess you forgot placing the additional model in the tutorial, the MShadow one.
Anyway, another way to make it work would be this:
1- In the material properties for your shadow material, click on this '...' button:
2- In the new window, click on 'add' and then write 'shadow' where it says 'Name':
With this, the shadows should work. If you get any trouble making these changes, then just get the invisible shadow model in the first post and place it in the same folder as your model with shadows.