I take back my comment about reusing the CRMDecisioningAnalyst user. It does't have the strategies mentioned in the guide. So perhaps the wrong instance spun up? http://env-181850211.pegaenablement.com/
You are right. This exercise excepts you to work in Dev Studio; you can also confirm this in the solution video at the bottom of the exercise steps. But it's ok. You still have access to the decision strategy that you need to work on in this exercise.
At the beginning of every exercise, you can request an exercise system. If you don't have the correct exercise system allocated to you for that exercise, then you'll see the 'Request exercise system' button. If you have one already, then you'll see an 'Open exercise system' button instead.
So far so good. In the second page of the exercise, you are expected to log-in as System Architect (email@example.com/install) and import a C-XXX-EnvironmentSetup.zip, which sets-up the exercise system with the artifacts needed for that exercise. Have you completed this step?
By the way, you are taking an older version of the course (I guess 7.3 or 7.4). The latest one is on version 8. In the latest version of the course, we have removed this administrative step, so you can focus on the actual exercise steps.