The part that is left out of the tutorial video (and is in the docs on his doc portal and also you could use his Foundations sample project file which is also available from his doc portal.
Offsite page with Header tags - Good
Go to Inspector (the i Icon upper right)
First tab (General)
Show in Navigation - checked
Folder name - as required
Filename - as required
Last Tab (Page)
Leave the URL http:// or change to # , doesn’t matter which as the page will not display.
Now, when you preview from a different page the TEST menu item will show and have a link icon but not go anywhere. Preview of the TEST page itself will display nothing at all because it is not a page per se