I tried adding this plugin to two test sites that I have. On the first using a theme by ThemeFit the plugin installed and clicking on the link the page ...wordpress/website-privacy-cookies/ shows up.
On the other site which is the WP2011 theme the plugin installed, the link is at the bottom of the page, but I'm getting the message "website-privacy-cookies was not found on this server" when I click on the link.
On another note: concerning the section regarding Analytics as I don't think too many users know, could be expected to know, or could care less what you are on about, could you set the title to "Cookies for Google Analytics" or on the next line say, "We use Google Analytics to measure ... ."
I know you have the link just a little further down, but I prefer to get names out of the way at the start - rather like not using an abbreviation before you've spelled it out in full first.