The guide tells you how to use your Microsoft account only inside the store, that is the reason you are logged in with your Microsoft account although you are using a local account for Windows.
Go to Settings > Accounts > Your account, and look at the bottom of that screen and it'll show you your MS account. That's how you're using the store. And you did it the right way. That is, unless you want to sign into windows with your MS account password at the login screen, which is a really bad idea unless you have some specific reason for doing so.