As you surmised, you need to play through the story some more to unlock that feature. If I remember correctly, you will unlock the skill tree and equipment customization after you finish sequence 2. This is supported by the fact that the Skills list in the same guide ( -creed-5-unity/Assassin_Skills) has "Complete Sequence 2" as the unlock requirement for most of the skills.
Assassin's Creed Unity Update 1.
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