Why is the glass effect not working?

Question

Adobe Photoshop

Good afternoon. I'm trying to make a glass effect through "Filter - Filter Gallery - Glass". And it doesn't work, where am I wrong?
This is the effect I get when applying the effect to a white rectangle (I don't need embossing).
And I get just a white square, although the blue ellipse should be blurry?


I follow this manual.
https://myphotoshop.ru/effekt-stekla/
Ctrl + f "Method 2"