Transfer Tape;Masking

You bought a roll of clear vinyl. It is for sticking to other vinyl to transfer it from one place to another, but is made of vinyl itself as well. You cannot cut this with a laser, it will destroy your Glowforge. The fumes from burning vinyl are highly corrosive.

You needed to buy paper transfer tape, like your Proofgrade sample materials had on them. It is made of paper, like masking tape. That brand does appear to offer that product as well here:

Regardless of what brand of transfer/masking tape you buy, you will need to burnish it down with something to get good adhesion to your wood. I use a rubber brayer like this, others use scrapers or the side of a scrap of wood.