There is a lot missing from the documentation, but we are going to ignore discussing it for now and simply deal with your issue first.
Follow these instructions to reflash PureBoot. The order of operation I suggest is to flash Coreboot first, then flash PureBoot over it in a separate sequential session.
After rebooting, you will be prompted to do a factory reset in PureBoot. Accept it and you will be able to properly use the Librem Key for boot firmware tamper protection purposes.