Regarding your first question, this seems to be a connectivity issue as you are trying to reach your local mysql server from the AWS cloud. Please keep in mind that the tutorial you are following is intended to be used with a local Denodo Express. So, if you use localhost as the connectivity URL but your Virtual DataPort Server runs on a cloud instance, it is trying to connect to a mysql instance on the same host machine (on the cloud) which may not exist.
You can still use the tutorial for the Denodo Professional AWS Trial, but you may need to install the mysql on the cloud too (or any other machine) and make sure that there is connectivity between the VDP Server and the data source.
Briefly on question 2, some tools are not available in all versions of Denodo. On Denodo Professional for instance, the Data Catalog is not included. You can check the available tools for each version through the following [link](https://www.denodo.com/en/denodo-platform/denodo-cloud#:~:text=Denodo%20Product%20Options).
Hope this helps!