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They aren't asking you to run roscd turtle... They are demonstrating how TAB completion works. They want you to type roscd turtle and then hit TAB twice to see all packages that start with the word turtle. They eventually want you to run roscd turtlesim/ which should change directory to the turtlesim package's root directory.

The "No such package/stack" error is because you are trying to change to the root directory of a package called turtle, but there is no package called turtle.