Lab 1b

So, he gets added when you do the steps in 3a. If you're on 3a Step 2, like in the title of your post, then you haven't added him yet - that will come later in 3a.

But you meant you're in 3b, then did you do 3a and add him? If so, he's in there but maybe it was awhile ago so he's not showing up under Recently Viewed. You might try changing Recently Viewed to All and see all the leads (including fake ones that Salesforce comes with already for practice) and see if he shows up in that list.