Yes, there is another step not mentioned in those instructions.
From part of another SL instructions page:
From lczero-common page download lczero-common-master.zip file.
Unzip
both files preserving directory structure.
Compile chunk.proto and net.proto files with protobuf compiler protoc -
see init.sh for details.
As result uoy get two .py files in subdirectory
tf\proto.
OR you can try this file and unzip in your tf directory.
It may work for you; otherwise, more steps about compiling the protobuf files and the sub-directories needed.
I always have trouble finding them (they are out there somewhere, or you can as in the Discord #help channel).
Once you get it working, unless there is a major format change, I just copy the proto directory if there are other updates.