As indicated in the tutorial, the settings you must select depend on your drive.
If your drive supports reading/writing CD+G outright, then you only need to select "R-W (CD+G)" in either Tools -> Options Defaults or the Advanced tab. Historically drives manufactured by HP, Plextor, Sony, TEAC, Yamaha, and others support CD+G in this mode.
Some drives do not support reading/writing CD+G in this way, instead having support for reading/writing sub-code data in RAW mode. If your drive can only operate in this mode, you need to select "R-W (CD+G)", "PQ", and "RAW" in either Tools -> Options -> Defaults or the Advanced tab. Historically drives manufactured by LG, Lite-On, Samsung, and others support CD+G in this mode.
Many drives are capable of both and you may want to determine which method provides the best results. Always keep in mind that reading and writing sub-code data (especially CD+G) at slower speeds (4x, 8x, 12x, 16x) may -- and in most cases will -- result in higher quality playback. If you notice your duplicated CD+G disc has any playback issues, try lowering the reading and writing speed.