The text in the tutorial needs to be updated. I’ll do that now.
JUCE’s embedded VST2 SDK has been removed. See the 5.4 release notes:
Those three errors look like a problem creating a file with spaces in its name: “Audio Plugin Tutorial”. This might be a JUCE bug. Does it work if you don’t use spaces?
The last error is because we don’t support VST3 on Linux. This is something we’re working on though.