Sorry you’re facing difficulty. To answer your question directly,
1) Do I have to have a midi pedal to create and save presets with the pedal?
No, you don’t need any MIDI controllers for this.
2) I downloaded the EDM but it has no visual banks or presets like the EDM in the (rose) Eventide suggested videos?
EDM for UltraTap works way better. You should see the complete preset list on the right hand side. Are you not able to see it?
3) It says to save to the suggested Eventide folder on my computer but the folder doesn’t exist anywhere on my computer.
What folder are you referring to? When saving presets on EDM, they automatically get saved to the position you’re working with.
I think the easiest way to troubleshoot what’s going on is filming a video of yourself going through the process. This way, we’ll get a clear view of what may be going wrong in the process.