Make sure you have the processing file saved somewhere, and that you reference the sketch file in the index.html file. For example, if you called it sketch.js, the index.html file should be:
<html>
<head>
<meta charset="UTF-8">
<script language="javascript" type="text/javascript" src="libraries/p5.js"></script>
<script language="javascript" type="text/javascript" src="sketch.js"></script>
<style> body {padding: 0; margin: 0;} </style>
</head>
<body>
</body>
</html>
Also, make sure you have the font AvenirNextLTPro-Demi.otf in the same directory as your sketch.js file. If you don’t have that font, you can substitute for any other font.
EDIT: And one more thing, don’t forget to credit the original author of the sketch!