You need to set the shifter into the slackest position ( small ring position ), and pull slack out of the shifter by hand, on the run of cable down the down tube.
Then clamp it into the front mech in this state with no slack in the small chainring.
This is difficult to do, you need to pull a bunch of tension on the cable before clamping it.
This is why the front mechs come with a plastic thingy to set them up.
They jam the front mech into a partially-activated state, so when you clamp the cable and remove the plastic thing, the mech relaxes back and takes up residual tension in the cable.
Use the plastic thingy and follow the Shimano instructions, and it will work.
