Apparently, the instructions aren't in sequential order, but are designed to describe the generalities of the work flow.
I suspect there should be a link to
Animate through time—Animation | ArcGIS for Desktop .... and is several subsections that describe time-aware data.
Assuming you already have that, in the Create section (see the following) is where you 'begin' the animation... but at this stage, this would be conjecture, so I can only recommend poking around that tab (aka group) looing for something useful
Create
The Create group is where you begin to build your animation. The Append tool is the primary tool for creating keyframes and defining the path between those keyframes. Append has four transition types—Fixed, Linear, Hop, and Stepped—which give you control over the interpolated camera path. Use the other controls to create animations by importing bookmarks, use time or range data as a reconfigured animation format, adjust the default spacing between keyframes, and indicate whether you want to author keyframes that maintain the travel speed between them. You can also control whether your keyframes are appended to the start of your animation rather than the end.
