I made it work by adding the same instructions as here in my .vimrc, thanks to FDinoff. I replaced the last instruction to make it work using tab, as I intended first.
function! Config_Rainbow()
call rainbow_parentheses#load(0)
call rainbow_parentheses#load(1)
call rainbow_parentheses#load(2)
endfunction
function! Load_Rainbow()
call rainbow_parentheses#activate()
endfunction
augroup TastetheRainbow
autocmd!
autocmd Syntax * call Config_Rainbow()
autocmd VimEnter,BufRead,BufWinEnter,BufNewFile * call Load_Rainbow()
augroup END