Yes, this tutorial has been made for Photoshop, not Elements. This feature is called 'focus stacking' and it's not available natively in Elements. You can do a search in the following independent Elements forum:
There are a number of discussions based on the very affordable Elements+ add-on which provides scripts for this purpose. The author of the add-on, Andrei Doubrovski is a member and is very helpful if you need help.