Hi Fransole,
I glad that article helped.
I can't see the screenshot you refer to, but I can confirm that if you don't have any favorites stored in a project the Load and Save favorites options are not available for some strange reason! To be honest, I'm not really an 'expert' at using favorites so there may be some logic behind that decision that I am not aware of.
The simplest solution I can think of is to just create a single 'dummy' favorite using any tool, then the options to Load and Save favorites will become available again. Delete the dummy favorite afterwards.
Hope that helps.