What to do if it doesn't work ?

Check the following points :

1. Check that you are using DPP 3.9 or above. You can download it here.
2. In DPP's preferences put the tool palette in docking mode. Go to Menu “Tools/Preferences/Tool Palette/Tool Palette display in Edit Image Window” and choose “Docking display”.
3. Use the edit image window when editing. In the main window select some pics and then press CTRL+right arrow or choose from the main menu, “View/Edit in Edit Image Window”.