That isn't what it is saying at all. You have to respond to USB requests, not place structures in specific locations of the embedded system's memory.
Windows will, upon seeing a VID:PID:Serial for the first time, request the OS String Descriptor at index 0xee. The device must respond with a data packet matching the structure format you showed. If everything in the returned descriptor is right (your example looks good), Windows will then issue a device vendor request with bReq set to what you provided in the string descriptor response as MS_VendorCode (0x04 in your example).
If your device responds with the correct OS Feature Descriptor, then magic happens. The magic that people usually want is for their device to use the winusb driver without providing an .inf file.
Note that this request only happens once. If you're developing a device you usually want to do this many, many times. To do that, you must uninstall the device from device manager, and then in regedit, look for your VIDPIDRELEASE under HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\usbflags
and delete it. Now when you plug your device in again it will perform this OS String Descriptor request again.
Please refer to https://github.com/pbatard/libwdi/wiki/WCID-Devices for more information, it's a lot clearer than the MS provided docs.