That button is disabled to prevent you from creating a Test Script in an unsupported location.
According to the Unity Test Runner documentation you linked, tests need to be placed in a special folder such as an Editor folder. Valid locations:
- Project Editor folder
- Assembly Definition file that references test assemblies that are Editor-only
- Precompiled assemblies that are in the Project’s Editor folder
A test script outside these valid locations would result in a compilation error (in Unity 2018.1) because
NUnit.Framework namespaces which are required for test scripts would not be recognized.
To fix this issue, use that Test Runner window when you're in an Editor folder (or another valid location). The button will be enabled once you open or click on the Test Runner window while your Project is at a valid location.
For PlayMode tests, for that button to be enabled, you also need to make sure that "Enable playmode tests runner" has been toggled on in the Test Runner context menu. (The context menu button is at the top-right corner of the Test Runner window, just under the "x" button to close.) Once this is enabled and you re-open the Editor as prompted, the Test Runner window should look like this with the button enabled:
(Also, see Unity's documentation on Special folder names for more details about the Editor folder.)