I guess this is related to a fact not really easy to find but in the remarks of the chapter 'MT4/MT5' in the manual:
When getting a practice account number and password directly from a broker, it's sometimes displayed as "Real Account" in the MT4/5 title bar. Since the 'demo only' version of the bridge can not trade with real accounts, you need to open a true demo account. You can open any number of demo accounts directly in MT4 by selecting File / Open an Account.
