Issue with the Connect Line Tool

[Corey]

This tutorial requires you to "Select a region of the cylinder, and make a contour with 0 value. Then requires you to hit tab and set Dx to 0". Now my problem is that there is no contour tool and what is dx!

Yeah, maybe the descriptions and images in the tutorial aren't so synchronized.
Select that region as shown, then (as in the next description) select the edge loop around the region [L]. Now you should use our "old" and known Circularize command.
The zero value means you just select the command in the menu item [LMB] and without move the mouse or do anything else, just click the [RMB] to run the command. Done!

Right, thanks for covering the step after the contour tool! Which asks you to have 100% circularize with no value. But what about the contour and dx commands, just before this. The circularize alone does not give the protruding cylinder.