Installation instructions: Missing step to initialize/bring into theme?

Hello,

Fairly new to Drupal and have spent the day trying to get Colorbox up and running for my site. I have walked through the three screencasts and a couple other online tutorials, but am still not getting Colorbox to work.

I have downloaded the plugin (colorbox-master) and enabled the Libraries and Colorbox modules. Much like a user from 2010, Drupal indicates that all items are downloaded properly. I have been able to configure Colorbox from Configure>>Colorbox and set fields to "Colorbox." However, when I click on an image, it loads the image in the root tab, instead of pulling up the overlay with multiple images.

I feel like I'm missing something that I need to pull into a theme. Is that the case?

Any help is appreciated!
keb