Yes, Facebook has changed their interface recently. We're in the process of updating the documentation and creating a lot of videos demonstrations on how to setup different types of Actions. The 5.1 release, due out next month, will also have more Open Graph Action features while hopefully also simplifying the process.
For the current guide, you're correct you don't have to create the built-in objects anymore in your app, so you can just skip that section if your using things like 'article' objects and the 'news.reads' action. The remainder of the guide for setting up the actions in JFBConnect is still correct.
If there's a specific object/action you're trying to create, let us know and we can help you set it up.
Thanks,
Alex