The instructions you're reading appear to be for the desktop version of Chrome. I'm using Chrome on my Android device now and I can see no way of setting a home page. That said, the way browsers work on a mobile is a bit different anyway - they tend to minimise rather than close when not in use, so when you do open them it'll be as you left it. I think the best way of achieving something like a home page is to set it as a bookmark, then once you click New Tab there'll be an icon for that website that you can tap.
Sony Xperia Z5 review: Hands-on with the phone which the Z3+ should have been