I did what you said, but it doesn't work. No window with diagnostic message. Sorry.
Sorry, but that's just not possible, you must have missed something, because the Simconnect diagnostic window it's nothing related to our software, it's a basic FSX function.
So, either you did something wrong when enabling it or, it's possible your FSX installation is broken up to a point that Simconnect doesn't work at all, including its diagnostic window.
However, if you see the Addon Manager menu, it means Simconnect works so, if you don't see the diagnostic window, it can only mean you haven't executed what I've said correctly.
The path "Microsoft Flight Simulator X Files" under the Documents folder where you have to save the Simconnect.ini file, might have different names if your Windows version is not in English. It's easy recognizable, because it already contains your saved Flights, which have the .FLT, .WX and .FSSAVE extensions.
The Simconnect.ini should be saved in the same folder.