If you want to debug the openhab distro you have to use the start_debug.sh version of the start script, otherwise the JVM won’t run in debug mode and you won’t be able to connect with your debugger.
I assume you ran the start script on your local machine? Then you can use your browser to connect to http://localhost:8080, this will open the openHAB dashboard.
If you connect your debugger you have to use localhost:5005 instead.
If you ran the start script on a remote machine instead, you have to use the hostname/IP of that machine with port 8080 (for the dashboard).
In case of an openhabian installation the default hostname is openhabian, thats why they state this in the openhabian tutorial.
Be sure there is no firewall etc. blocking your requests.
Be aware that the tutorial you linked is a little bit old, you’ll find the official version at HowTo: Setup IntelliJ for binding development
Its a little bit stripped down, because not all the steps in the old tutorial are necessary for everyone.