Shatter effect not working

The workflow in the tutorial is pretty good. The explanation is lacking. You have missed a step that was not explained very well. When you removed the background from the layer with the actor and pre-composed, you failed to move all attributes to the new layer. That was never explained.

The flow chart for your comp should show only Keylight for the actor you are keying out. 

I would have used a custom shatter map and done a few other things differently, but the biggest problem with the tutorial and the part that got you lost was a failure to adequately explain the pre-comp settings and the failure to show and explain a flowchart for that fairly complex composition.

If the tutorial is any good you'll be setting keyframes for Force 1 position and/or Size at the very least. I'm not sure why you are using Shatter on the man. I don't know your workflow. the only thing your screenshots tell me is that you have set no keyframes for Shatter.

If you want the pieces of the shattered girl to look 3D then you'll need a second copy of the layer with the man and some roto work to separate the fingers from the background so you can put it in front of Shatter. 

Give us a link and show us the modified properties of your entire comp so we can have some idea of how you are setting up the comp. Most of the tutorials you find with a web search are presented by enthusiasts and only a small percentage of them know how to explain things and some have truly awful workflows.