That tutorial only works for files hosted in SharePoint or OneDrive.
Unfortunately other cloud services or local files are not supported.
From the link:
You can enable users who are running Office on an iOS device to open
and edit files stored in SharePoint or OneDrive from any application,
and then quickly return them to the original application when they're
done editing the file.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…