Bread – Why does baking bread in a closed pot make a good crust

I've seen bread recipes like the one that you described.

When bread is baked in an oven with steam- the starch in the crust is able to gelatinize before it all dries out and becomes crispy. This is what makes the crust crisp, shiny, and delicious- characteristic of "artisan" breads.

Most people don't have steam enhanced ovens (or the ability to hack their oven to add steam: How can I create steam in a normal oven to promote bread oven spring?)

The recipe you linked has water added for steam but then takes out extra insurance (they cheat) by adding the cornstarch glaze to mimic the effect. By adding extra, pure, starch on the surface of the loaf more gelatinization occurs. Additionally, cornstarch gelatinizes at a lower temperature that wheat starch. Conceivably, you should be able to use any starch and see similar results but, in the US at least, cornstarch is by far the most common.

It shouldn't be necessary if you are able to produce enough steam in your oven.

There are some previous questions with good answers like this one, or this that go into much more detail than I'm about to.

You said your bread didn't rise with the first rise, if you don't have a first rise you can't go onto the next step. If your yeast was old, or the temperature was cold in your kitchen or you used cold water in the dough, or the yeast came in contact with salt then its action could have been slowed down drastically and it would take much longer to get a rise. I've had a first rise take up to 4 hours in the past because of these factors. The times given in recipes are just guidelines, you have to be result-driven. Active dry yeast also takes longer than quick yeast to activate. When using active dry instead of quick yeast you would get better results by mixing it with the water before mixing in. I'd recommend using quick yeast as it's milled into smaller grains and you can mix it directly into the flour.

Of course your yeast may have simply been dead, or killed by salt or heat. Get some good fresh yeast and store it in the fridge to keep it fresh long-term.

Also, using all whole wheat flour isn't going to produce anything like a baguette. Whole wheat flour is very heavy compared to white flour and will take longer to rise. A half and half mix would work better. I'd recommend sticking to the recipe first, then gradually modifying it over time until you get your desired result.