@Samuel Welcome to Microsoft Q&A forum!
Documentation works as expected. Could you confirm, if you have registered a device and got the connection string as per the documentation?
Below is an example of the device connection string.
HostName={YourIoTHubName}.azure-devices.net;DeviceId=MyNodeDevice;SharedAccessKey={YourSharedAccessKey}
You have mentioned, I can't see the device inside IoT Hub. where are you looking for the device?