Index of/ question

There’s no “must” when it comes to template files in a child theme. The only file you MUST have is a style.css file. Everything else is optional and depends upon what you want to change.

Have you reviewed child themes?

Then that tutorial is wrong. General rule of thumb: only trust tutorials on wordpress.org.

What parent theme are you using?

Re-upload a fresh, unpacked, copy of the Twenty Eleven folder to wp-content/themes using FTP or whatever file management application your host provides.
http://wordpress.org/extend/themes/twentyeleven

Did you move the index.php from the WordPress main folder?

Do you find some files just below the main folder named WordPress? Do you have a file named index.php there?

Try reinstalling WordPress manually from a freshly downloaded copy except wp-content. Do not overwrite files/ folders but delete them before reinstalling.

Use FTP or your hosting control panel. Backup your site including database so that you can restore in case anything goes wrong.