Not able to view platform events on workbench
I spent a lot of time banging my head against this as well. I finally realized that in the video, the presenter is using https://workbench.internal.salesforce.com (v42.0.0i) instead of the publicly-available https://workbench.developerforce.com (currently v41.0.1). Even though he's hitting API 40, he's on a newer version of Workbench that must do a better job of listening for Platform Events.
Hopefully they release a new version of Workbench for the rest of us soon. I'd really like to be able to test my code without jumping through crazy external hoops.