Ok, I was curious to try it with a C++ project as well, as I only tried it with a BP project, to which I added a C++ class later on. But also in the fresh C++ project everything works fine, including the BP library functions showing up in the context menu of the level BP.
So, the C++ from our web site is working fine. I can think of two potential issues on your end:
*) You have not replaced the API in the new class header, e.g. in “class CPPTEST_API UBpVideoSettingsLib : public UBlueprintFunctionLibrary”
*) You have added a “U” prefix to the class name, so that in the auto-generated code it becomes “UUBpVideoSettingsLib” instead of “UBpVideoSettingsLib”
Does that help?