OK, the install method looks fine, but it's puzzling why you don't have the overlay file there.
Some possible reasons:
1. A corrupted download, though this usually affects more than one file.
2. A bad/low quality SD card, though like the above it usually affects more than one file.
3. As the SD card is created on a windows machine it could also be an overzealous virus scanner that quarantined/deleted the overlay file.
4. It could also be the opposite of number 3: malware messing with the SD card.