It does nothing.

Do you have other text in your file yet? If not, then the “word completion” half of the auto-completion feature will not do anything, because “word completion” requires other words to be in your file.

Do you have a Language set in the Language menu (like HTML or C++ or anything else from that menu)? If not, then the “function completion” half of that feature will not do anything, because “function completion” requires an active programming language to be set.

I never see it recommend or work like in videos

Videos may be out of date with how software currently works. When you say it “does nothing”, do you mean it doesn’t even drop down?: