First thing to check: in the dialog for Add > New Item are you looking under the right programming language (i.e. C#) ?
Assuming you are, and the 'Naked Objects' heading is not showing...
When you installed the Nuget package NakedObjects.ProgrammingModel (step 2), it should have also installed the dependent package NakedObjects.Ide - which is what installed the . So the first thing is to check (via the NuGet package manager)
that the latter package is indeed installed.
If that package did install OK, but the Naked Objects items are not showing, then check (via Windows Explorer) the following location:
Documents\Visual Studio 2010\Templates\ItemTemplates\Visual C#
There should be a Naked Objects folder in there, containing several zipped templates.
Let us know, either way.