This doesn’t seem to be an emacs question at all.
Did you successfully install the :quicklisp-slime-helper
package in the previous step? Carefully examine the output in your shell; it should have a message telling you to add the helper to your Emacs init, something like this:
slime-helper.el installed in "/home/db48x/.quicklisp/slime-helper.el"
To use, add this to your ~/.emacs:
(load (expand-file-name "~/.quicklisp/slime-helper.el"))
;; Replace "sbcl" with the path to your implementation
(setq inferior-lisp-program "sbcl")
If you don’t see this message, and you see an error message instead, then you should fix the error indicated in the error message.