1. lc0 setup is exactly the same as the regular GPU setup in arena so the linked instructions are correct
2. Rather than copying the training folder, and rather than supplying command lines args, all you have to do is download the latest network (from networks tab on leela home page), unzip the file, rename it to "weights.txt" and put it in the same folder as the rest of the leela files. That is what she looks for by default
That should do it. The only tricky part for me was finding the DLLs, but you didn't mention that so hopefully you have them already.