You might want to consider making the Aggregator module a mandatory prerequisite (in the way that you can't enable the News Page module until the Aggregator module has been enabled, which is currently not the behaviour, at least for me).
The fact that this feature is missing (and that the docs gloss over using the aggregator module) had me chasing my tail for a while. At first I just thought something was badly broken or undocumented. Once I had that "Aha!" moment, things fell into place quickly.
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Comment #1
robert castelo commentedYep - fixed in the next release.