You're likely using Firefox, right? This feature relies on showDirectoryPicker which Firefox doesn't support. You'd have to use Chrome for the getting started guide.
Also, the drive name shouldn't have a path. Name it something like "foo". I'll udpate the guide to reflect this. Then foo/helloworld.app.js will point to /some/local/path/helloworld.app.js, as long as you mounted "foo" to point to the directory at "/some/local/path"