Unfortunately, names of product offerings change pretty regularly. That may be the case here - where the name is no longer what it was when the tutorial was written.
Looking at the Slack pricing page that the AAD Provisioning tutorial links to, Business+ is the first tier that includes User Provisioning and Deprovisioning, which is likely what they're advertising support for SCIM as. If you don't have that plan, you likely don't have support for SCIM enabled on your Slack tenant, which is causing the credential validation that our service is doing to fail, leading to the error that you're seeing.
If you don't have Slack Business+, you need it. If you do have it, either your credentials being used are invalid or there's some other problem with your Slack tenant that is causing our credential test operations (a few GET operations against the SCIM endpoint to confirm that we can access/read data) to come back with a response other than 200/OK, which is considered a failure.