If you just want it to “look” like a rope you don’t need anything more than a cylinder and a material/texture that looks twisted (image tile). Otherwise, use spin to rotate the surfaces - but that’s overcomplicated.
if you want to create a texture, like in the tutorial, you have to twist your object:
you select all upper vertices (in left view, for example);
activate “Proportional edit mode” - linear falloff;
rotate 45° along Z and adjust the area of falloff so that the first loop, the lower, does not rotate.
or another method:
add a cube with same height like your rope;
select the rope and add a “Mesh deform” modifiers;
in “object” field select the cube and click Bind, and wait;
select cube, select the upper 4 vertices, and rote along Z 45°;