I faced the same issue, apparently it was not working because the setup.sh file we run has a defect where it fails if there are no existing resource groups inside your subscription.
Check out this PR I've raised on their repo, you can copy the setup.sh file and ShoeCompany/ShoeCompany.csproj file details into your code to make it work!
https://github.com/MicrosoftDocs/mslearn-publish-manage-apis-with-azure-api-management/pull/7