I guess it is because the Toolkit is separated to 6 modules.... I will keep trying other ways....
That PDF guide is dated from RealSense's launch in 2014. From your description, it sounds like you are using the '2016 R3' SDK. I have written a detailed guide on setting up R3 in Unity 5.
There is not really a Unity toolkit for 2016 R3 though in the sense that there was in SDKs before it. If you need the full range of Unity pre-made tools (hand and face tracking scripts, gesture trigger scripts etc) then you will need to uninstall R3 and use the previous '2016 R2' SDK instead. If you are new to RealSense in Unity, I have written a large range of step by step guides for RealSense in R2.
If you do decide to install the '2016 R2' SDK, you can launch the download immediately using this link:
Thanks a lot!
I have seen your guidelines. I am still reading them.