Selected Answer
Don, who wrote the tutorial, may have a better answer, but on my laptop, installed with Excel 2013, the only locale where the Type field isn't blank is English (United States). So, the obvious answer should be to change the Locale (location). You will find it below the Type field.
Of course, that will (may) upset other aspects of Excel, such as your date formats. Therefore the better solution may be to look behind the scenes.
When you select one of the Special formats Excel actually creates a Custom format, and it is that Custom format which is applied to the cell. It will appear in the list of Custom formats although you didn't put it there. Excel did. It might well be that this reaction is different depending upon which language and locale is your default but the upshot of it all is that you don't need the Special formats, and most certainly not if your installation of Excel offers no special formats in the first place. You can create your own Custom formats for zip codes and telephone numbers to display them in the manner in which they should be displayed in your locale (country).
You might google for "Excel custom cell formatting" and you will find plenty of help. You might also ask a specific question here (please make it a new question, though). The format below is the Custom format my Excel created when I used the Special format for United States telephone numbers.
[<=9999999]###-####;(###) ###-####
This instruction includes two parts, separated by a semi-colon.
- ###-####
- (###) ###-####
If the number entered in the cell is <=9999999 the first format will be used, for larger numbers the second. The implication is that there are no telephone numbers with more than 7 digits. If a number has more than 7 digits the extra leading digits will be deemed to be an area code and placed between parentheses. It follows that this system can't display international numbers, nor can it display area codes starting with zero. It can also not display area codes correctly if a number has less than 7 digits. In other words it is only conditionally useful in the US and quite useless in most other countries. That, of course, explains why Excel doesn't offer it for other countries.
However, the reason I explain this is to show which rules applying to the numbers must be known before an intelligent custom format for them can be created. Custom formats can be created not only for dates, zip codes or telephone numbers but also for part numbers, insurance policy numbers etc, in fact for any kind of number which has a fixed format, including alphanumeric numbers.