No built-in pull quote template in Microsoft Word for Mac
Solution 1:
Those are "building blocks" and are not yet available in Word for the Mac.
Your Tutorial uses Word for Windows. You can create a text box in an existing document and save it as an AutoText entry on the Mac.
If you would like, I can build a template with such AutoText entries for you and you could save it as a Global Template on your system. You would then be able to use them, again, as AutoText. The link is to a page on my website.
[EDIT] Here is a link to my downloads page where you can download a template that contains all of the quotation and sidebar textboxes from the Windows versions saved as AutoText. I created such the template in Word for Windows using the Building Blocks Organizer to change the gallery of the Text Boxes to AutoText.
Here is a list from that template of the available textboxes:
I've added an Article on this on the Microsoft website.