All of the exercises in the Pega Marketing course are modular meaning you can take them in any order. To makes sure the environment is setup for each exercise there is a zip file that you are requested to download and install in the 2nd bullet of the exercise.
If you follow those instructions outlined in the 2nd bullet you will be able to login and complete the exercise.
What you are suggesting is that to solve the problem with the second scenario, we should do the first? I did the first, works fine. The problem is that the username and password that are suggested are invalid.
If you have successfully imported the environment set-up file (C-766-EnvironmentSetup.zip in this case), you should be able to log-in using the credentials mentioned in the exercise.
I tried to check your particular exercise system, but unfortunately it's already shutdown due to inactivity. Can you please request a new exercise system and try this again. Let us know immediately if it doesn't work, so we can log-in to your system and investigate the issue (if any).