From what I could gather skimming through the tutorial, you seem to be in doubt about step 1:0 "Create a new alpha channel". I don't know how much you know of these things, so I'll try to be very basic here. I'm sorry if I end up being too basic.
Please, also keep in mind that I don't know that much about Photoshop to start with.
It seems to me, from reading the tutorial, that the author means an "Alpha Channel" when he simply means a Channel in any way.
A channel is simply a black & white (well, shades of grey also work) mask that defines a range of values (usually between 0 to 255). Some sort of "stencil" to colours and other properties, if you like to think of it like that.
Most image editing programs for display on screen (not printing) usually deal with "RGBA" colours. That is: Red, Green, Blue, Alpha. And they have channels masking each of those colours.
What this means is that, when you look at GIMP's Channel tab without having any channel created by yourself, only the default ones, you see a channel for each of those properties. Red, Green, Blue are self explanatory: They mask the values (again, between 0 ~ 255) of each colour in a given image (blending those three colours you can get pretty much any other colour in the spectrum).
Alpha is the "opacity" channel. Whenever you add a bit of alpha value to the channel (0 is black, 255 is white, any shade of grey is between), you make that piece of the image more opaque. So, Black in Alpha channel is fully transparent (invisible) and white is fully opaque.
Another thing Channels are commonly used for (and that is the case in the tutorial) is to define "saved selections". Again, it might look weird at first, but selection in a program like GIMP or photoshop isn't boolean: it's not either selected or not selected. It's fuzzier than that: You can have a pixel somewhat selected, almost completely selected, almost not selected and so forth.
The effect of these fuzzy selections is that, whenever you perform an action on a selection like that (filter, fill, or something like that), it works "full force" on the completely selected areas, and then fade in the less selected ones.
My take is that the author meant just to create a new channel that he would *then* use to represent the filled parts of the map (as opposed to the sea or something like that), and that's why he called it "alpha". But it's not a special channel at all: just creating a new channel and pasting the things should have worked nice.
Now, the interesting bit is that, if you pasted a mask that takes the entire area of the image in that channel, it doesn't really matter if it was a regular channel or copy of another one: It'll overwrite the new channel completely, and the end result will be just the same. If you were pasting something with transparency, though, parts of the channel you copied would show through, and most likely not behave like you wanted.
Again, I hope it helps, though I think I wasn't as clear this time as before
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