Currently in the test coverage section, specifically 5.2.1.4, it mentions building the C extension for coverage.py. For a while now coverage.py has come with the C extension by default, so this step is almost never required (see here: https://coverage.readthedocs.io/en/coverage-5.1/install.html#c-extension).
I'm thinking it would be worth mentioning in the guide that installing the C extension is only required if 'coverage --version' says 'Without C extension'.