I cannot comment on the guide, as I haven’t used that, but to answer your questions:
When you unzip the downloaded ROOT package it creates, wherever you unzipped it, a folder called “root” and inside of it there are several subfolders; one of these is “bin” and inside it there is, among other stuff, a script file called “thisroot.sh”, which configures some variables needed in order to be able to run root (you can open it with any text editor and see what’s inside), and this definition of variables has to be done whenever you open a terminal (bash session in this case) before you can run root. “source” is just a system command telling the system to process that script. You have 2 options:
1 - Type the “source” line manually every time you open a bash session,or
2 - Add that line to the end of your .bashrc file (found in your home folder, which should be the folder where you are when you start bash); you can do this the same way they do in step 10: type nano .bashrc and add the line at the end of the file, save it, close nano, close the bash shell, and the next time you open it, the file will be processed automatically.
If you extracted root directly to C:\ (i.e. your thisroot.sh file is in c:\root\bin), your line would be:
source /mnt/c/root/bin/thisroot.sh
Note that you are just adding “/mnt/” to the beginning of the path to the file, removing the “:” and changing “\” to “/”.