Can you confirm that you unzipped the downloaded file to right location? Such as:
\webMethods\B2BServer4\packages\EDIVersionTemplates\pub\X12\4010.template
I would recommend copying the templates that you will use to another package, as specified in the EDI User’s Guide. This <i>significantly</i> reduces load times.
Using Administrator, make sure that the EDIVersionTemplates package is enabled and loaded.
#Integration-Server-and-ESB#webMethods#edi