Now that you have finished with the menu files, you will need to go to File->'Reload Menu' within the Technology Explorer, not your browser.
If everything worked, you should see a new menu after 'Help' called 'Db2auth Plug-in Lab'. Go ahead and open up the module.
You may have noticed that this is not quite what the actual 'Db2auth Plug-in Control' menu under 'Tools' loads. This will be covered in section '3. Stages', and in section '6. Menus' with Actions of this tutorial.