The snippet of HTML you copy-and-pasted includes two pieces: fallback content displayed on the page with the parameters you configured; a JavaScript loader to interpret the fallback content and display the widget.
It seems like you successfully placed some content but the JavaScript component did not execute or was stripped from the markup output with your page.
View the page on your site where you expect to see content and where you currently see the link to your list. View source in your browser. Search for <a class=“twitter-timeline” to find any Twitter timelines output with your page. You should see additional markup starting with !function(d,s,id){ immediately following the link to your list. If you do not see this markup it is possible your site’s CMS or other tools stripped the full HTML snippet you attempted to copy-and-paste from Twitter.