No, it is not essential to double the plastic over, however it is strongly suggested, as otherwise your finger may be too flimsy to stand upright by itself.
Most of the time this happens when you haven't selected the right port, processor or board. Click here to find the list of the correct ones. Other reasons may include your Arduino not being plugged in, or perhaps you have written in the code wrong, in which case the program will not let you upload it.
Check to see that you have connected the right wires into the correct port, as it must align with what is in your code. Click here to see which wires go where. The program can be very fussy about the code, so check that you aren't missing any semicolons or brackets. Remember to actually upload your code before you disconnect it from your laptop, and it must always be connected to a power source (either your laptop or a battery).
For any other questions and queries, the internet has proven to be a very useful place!