Confirmed. Same issue on my side. It is simply not included in the tutorial data. At least for my version, which is 10.5.1.
I have observed that issue as well with my ArcTutor data using the 10.5.1 setup. As an alternative, the data is on ArcGIS online with the locator. https://www.arcgis.com/home/item.html?id=ca11a1f63e9a40c781b4071fdb7b017a. It can also be searched using the title ArcGIS Geocoding Tutorial Data
Best regards,
Fabien