Sorry for the late reply.
Regarding the problem you reported. Are you still having it? If so, what version of InDesign are you using? These tutorials are designed to work with the latest versions of InDesign CC and we most often see this problem when customers are using CS6
Senior Learning Content Manager
Creative Cloud Learn | Adobe
One more thing, you'll notice that the instructor is placing the images in the InDesign document, not opening them. You can watch the second video in the tutorial again to see how it's done.