When I clicked on that link, the first thing I saw under "Option One" was Step 1 with another link, "Control Panel (icons view)." So I clicked on that link. THAT'S where I encountered all the big, cartoonish, non-classic shell boxes in the screenshots. I should have skipped past that link because it threw me off.
But the good news is that I did find the autoplay settings (by searching for "autoplay" in the Search Control Panel box). From there I was able to click the option to turn everything off. So then I wasn't getting that pop-up notification I showed in my original post. I was glad about that.
What wasn't happening anymore that used to happen is an Explorer directory window would pop up for the thumb drive I had just inserted. I guess that got turned off along with the other pop-up when I chose to turn off all responses. So I went back in and chose instead to see the directory.
Here's a step-by-step list of what I did to fix my problem (working off of your instructions, of course):
1. Click the Start button in the lower left corner of the screen to bring up the start menu.
2. Click the Control Panel link from the list on the right side of the menu.
3. In the Control Panel window that pops up, select the major category link for "Hardware and Sound."
4. In the Control Panel/Hardware and Sound window that pops up, select the link for "AutoPlay."
5. In the Control Panel/Hardware and Sound/AutoPlay window that pops up, at the top of the list under "Choose what happens when you insert each type of media or device," make sure the box is checked for "Use AutoPlay for all media and devices."
6. In the "Removable drives" section of the window, "Removable drive" item, select from the adjacent drop-down list "Open folder to view files (File Explorer)"
7. Click the "Save" button at the bottom of the Control Panel/Hardware and Sound/AutoPlay window.
Now everything works like it was before this all started (for some unknown reason). Thanks again for your help.