Hi Mo Xinyu,
To configure the necessary offset for the bootloader, the --defsym=gUseBootloaderLink_d=1 has to be added to the Linker settings in your project.
After adding this to the Linker settings, cleaning, and building the project again, the binary file should be generated, and then loaded as the guide you followed describes.
Just as a side-note, when an application is running in low power modes, LEDs are not activated.
Take care, best regards,
Sebastian