well, you definitely need a webhosting package at OVH that supports Multidomains (from Personal and above). Every webhosting package will have a main domain, the domain it's been ordered for (whether the domain is registered at OVH or not, that doesn't matter).
Apart from this main domain, the webhosting package can host the websites of up to 1000 other domains, through the Multidomain feature, regardless they are registered at OVH or not.
My other domains are not hosted by OVH and those instructions seem refer to domains hosted at OVH from what I understand?
well, I understand that you want to host those domain at OVH, right? you may not have those domains registered at OVH, but you still can host their websites with OVH.
Hope this explains it.