Okay, the gadget is already installed or you wouldn't be seeing this tour, but let's pretend that wasn't the case. Normally you'd have to turn on the gadget.

To do this, you need to first go to your preferences page and click on Gadgets tab. However, this page, doesn't allow the Guided Tour to work. So you'll have to go there, check things out, then come back to a MediaWiki page to resume this tour.

When you go there, look for a User Interface Gadget that says "Enables embedding of Guided Tours in wiki" and note that it is checked.