The section Headphones > Binaural sound: HRTF > OpenAL has outdated information. As of OpenAL Soft v1.21.0, the utility referred to here as "makehrtf.exe" is renamed "makemhr.exe" and is now in the subdirectory %APPDATA%\OpenAL\makemhr (see commit 7c16b1e: https://github.com/kcat/openal-soft/commit/7c16b1e02f5f8888741b7ee4a737506ac8ff5321).
The section should be updated to reflect this, possibly with a note explaining that the EXE's name was changed.
Also, probably related: the operation in Step 8 failed for me because makemhr.exe couldn't find zlib1.dll — I worked around this by copying the DLL file from the alsoft-config directory to the hrtf_defs directory, but presumably someone more knowledgeable can provide a better solution.