You don’t see the Content box because you are using Mendix Studio Pro instead of Mendix Studio.
The interface is different in Mendix Studio:
However, You can do that part of the training with Mendix Studio Pro:
Double click in the text field> Edit the Caption Field (Another window appears) > In the parameters section, click the new button and you can select an attribute of the context entity (So the text needs to be inside a data view, list view or template grid). Then you will see the attribute in the parameters list with an index needed to put the attribute inside the caption.
This way is more complex but that’s the essence of Mendix Studio Pro.
If you need more information about it please let me know
This is not an answer, but an addition. I have now tried in Mendix studio. however i am still stuck
Mendix studio , not able to select the add attribute , content box.