You're almost all the way there. Here are some things I observed:
1) When I opened your file, it was on the Parent Page. That's not where you want to look to see if your header is working correctly.

2) So, your running header is set up to pick up words that are marked with the character style "Running Header."

3) There isn't any text marked with the "running header" character style. So you'd need to mark some text with that character style. For reasons that I don't understand, the screen is not updating immediately when I mark some text (it's been like that for me since CC 2020 I think), so I will scroll away (just enough to get the variable offscreen) and come back, and find that my running head is now updating.

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