If you're having issues, you may want to check Sandeep's installation guide for the nRF5x package which may have more details (in case there are updates)

Some people reported that their microbit did not have a softdevice on it already (which seems odd but is possible!) You can try installing this hex file which will use MakeCode to install a softdevice. Just drag it onto the MICROBIT disk drive

There's also instructions here on how to manually install a softdevice or in the off chance you want softdevice 130 instead of the 'standard' s110 (see Flashing SoftDevice)