Import RSS Feed to a specific taxonomy term
To use the feeds module you should have a content type set up in which you'll import these items.  I believe the tutorial is just saying that you should set up this new vocabulary and then add a term reference to it in your new content type.

In Drupal 7, to make sure you can set up your vocabulary, verify the following


When you go to /admin/modules on your site, is the Taxonomy module enabled?  If not, check it and save the page
Once that's done, you should be able to go to admin/structure/taxonomy to add your new vocabulary.


Don't forget that you should then add a term_reference field in your content type, so you can tag it with those new terms...

Hope that makes sense!  Let us know if it worked.