That’s just going to show any kind of custom post types or taxonomies your current theme and plugins have setup. In the case of this theme, those things don’t exist. You should have Post Tags, but not Portfolios, Slideshows, Slides, or Portfolio Tags — Those were things that were specific to whatever theme I was using in the video. It’s a very old video.
This is searchable archive of our old support forums, which operated from 2012 - 2016. To find out how to get support for your current theme, please visit our support page.