Hi, I have completed all the steps except for the very last one.
After compiling finishes, you can run the editor from Visual Studio by setting your startup project to UE5 and pressing F5 to start debugging.
There is no UE5 in my startup project list, only UE5ProgramRules and UE5Rules.
EDIT: OK Turns out the instructions are a little dated for 5.1. You need to use visual studio 2022. It seems to be compiling more things than with 2019. Hopefully this completes successfully.
EDIT2: It works!