Where are you working? I’m wondering if the built-in indexes are not available at that server or similiar. They are active at the usegalaxy.* servers if you want to move over to one and try it there.
If that is not enough to help, what is the full content on the job information view for your failed job? The tool settings, inputs expanded, and logs expanded please. Copy/paste or shared link is good.
Also – updated tutorials can be found here: Galaxy Training! transcriptomics