Regarding step 5 of the documentation
https://rocket.unrealengine.com/docs/ue4/INT/Engine/Subsystems/Rendering/MaterialsAndtextures/Textures/NormalMaps/Creation/index.html
The screenshot for the importer doesn’t correspond with my version of UE4- am I missing something?
You’re not missing anything. That page just hasn’t been updated since the normal import options were changed. There is a drop down menu with options for how to handle normals and tangents now. You can get some info about those here:
FBX - Static Mesh - Basic Options
I think you want the second option - Import Normals
My importer windows is the same. Did you see you can expand it by clicking on the “Advanced” word ?

Yes, I am aware of the ability to expand the window. Your importer window is the same as mine, which is different than the image in the documentation.
https://rocket.unrealengine.com/docs-storage/ue4/images/Engine/Subsystems/Rendering/MaterialsAndTextures/Textures/NormalMaps/Creation/import_settings.Jpeg
It says explicit normals- there is not an option for that in the current importer.