Trouble setting up Locomotion System: Tools > Locomotion Initialization menu not appearing

I'm trying to set up the Locomotion system using the directions in the documentation included with it. Unfortunately I don't get the Tools > Locomotion Initialization menu appearing.

I created a fresh project then dragged the Assets > Locomotion System folder into the project window in Unity - is this the right thing to do? I wind up with the following directory structure in my project: MyProject > Assets > Locomotion System > Editor. Does the Editor directory need to be in the Assets folder? Is there anything else I need to do in order to get the Tools > Locomotion Initialization menu to appear? I took a look around the Unity website but couldn't see anything to explain how to get this to work.

If anyone has any pointers about how to set up Locomotion Initialization, that would be very much appreciated.