Erinson,
Sorry for the inconvenience caused. I have filed a documentation bug for this issue, as the tutorial needs to be updated based on MyEclipse 2013 SR2.
Can you please follow these steps to create a New HTML5 mobile application project :
1) Select File>New>Project from the menu, expand MyEclipse>Mobile Tools, and select HTML5 Mobile App Project. Click Next.

2) Type ‘project name’ into the Project Name field, accept the default target runtime, and click Next. (Note: You will see ‘Application Configuration’ in the last window)

3) In the configure settings window, select either the Basic template or the JQuery Mobile templates(select the Multi-Page Application template) and click Next.


4) In this window , you can choose which applications you want to create. Either the Android or iOS application and click Finish. Clicking on Finish will create a new HTML5 mobile application project.

Thanks for pointing to this and let us know if you see any issues.