You probably don't have a install-ready, bootable media.
I feel like I'm missing something obvious...
Just need to be attentive to the details.
Getting to the end of these instructions it says to just put everything on a memory stick and then Windows 10 will automatically install.
That's not exactly what the instructions on the link you posted say.
Notice the section is titled:
Adding the answer file to a USB installation media
And indeed the next steps have:
(...)
4. Open the USB media with the Windows 10 installation files.
5. In the root of the drive, right-click the Paste to copy the autounattend.xml to the Windows 10 installation media.
But notice the very last paragraph of that section:
In the case that you don't have a Windows 10 USB installation media, you can create one using the or using a third-party tool, such as Rufus.
It assumes you already have a working windows 10 usb installation media (which it appears you don't) and suggests that you can use Rufus to create one if that's the case. There are special steps to make a bootable usb installation media - just copying the files on the drive does not work.
The very website you linked recommend Rufus, but I'll leave you with two other additional tool options which are very easy to use and I personally like:
Universal USB installer - you can't find any simpler than this one. Just works =)
WinSetupFromUSB - Provides a bit more technical options and whatnot.
