How do I make this mask appear at the lightsaber?

The tutorial you are following is an amateurish approach to the problem by an enthusiast. Unfortunately, most of the After Effects tutorials you find with a web search fall into the same category. I spend a lot of time on this forum fixing problems for users caused by poorly designed workflows in amateurish tutorials. Be wary of the tutorial if they don't look or sound like a pro. Vet your trainers.

The workflow to create a lightsaber with an animated mask can be a lot more efficient. The easiest way to do manual rotoscoping is to use a colored solid with a blend mode to see what you are doing while creating the masks. Pick a color that is easy to see through and use overlay, screen, or multiply as a blend mode so you can easily see precisely what you are doing. You also want to use a plugin to generate the motion blur or use AE's feather tools in masking. There is also rarely a need for a keyframe on every frame. Let interpolation do a lot of the work for you. 

If your rotoscoped lightsaber is not showing up in your comp, you may have set Masks to off, set layer opacity to 0%, not turned the layer back on, or the layer is set to an incompatible blending mode for the color of your layer.

For many shots, you can also use motion tracking, mask tracking, and even stabilize motion to simplify the roto work. Mocha AE is an excellent tool; Mocha Pro is fantastic for this kind of rotoscoping work.

For the easiest way to generate a really good Lightsaber, use the free Saber plugin from Video Copilot.

The lightsaber part of the tutorial starts at 26:24, and you can download the free plugin here: https://www.videocopilot.net/tutorials/saber_plug-in/

That just appears to be a regular white solid with a mask that was tracked. Impossible to know exactly without any idea as to what tutorial you are referring and what steps you may have missed, but I suggest you actualyl look up these things in teh online help.

Mylenium