A new profile is usually associated with a new, different library, so the sentence in the docs "If you see your existing data directory in the new profile, create a new data directory manually..." is correct - you should *not* generally see the data from your original library in the new profile.
https://www.zotero.org/support/kb/multiple_profiles

When you start Zotero with the -P option "The Profile Manager window should appear, allow you to select, create, and delete Zotero profiles." That's where you ask it to create a new profile in the same Profiles parent folder. You then start Zotero with the -P in the same way moving forward. You select which of your profiles you want to use for every session.

The (different) location of the data directory is set for each profile under Advanced preferences.
https://www.zotero.org/support/preferences/advanced#files_and_folders
https://www.zotero.org/support/zotero_data

You don't have to use the command line window to start with the -P option each time. Just add the -P suffix to the end of the shortcut that starts Zotero in your OS.

Thanks to tim820 and dstillman for your replies.
@tim820: Re: "you should *not* generally see the data from your original library in the new profile."
That's exactly the point. I DO see the data from the default profile even though I tried to create a new profile using exactly the process that you described. There doesn't seem to be a new profile file anywhere on the hard drive - not having the profile name that I chose . There is no second file in the Profiles folder. I checked thoroughly. I don't have an online account and do not sync the data. I am familiar with the setting of the Data Directory through the Zotero GUI and have done it many times. I am familiar with command line arguments and so have added the -P argument in the properties of the shortcut to the executable, so that the Profile Manager always appears.

Again, this is a Windows 10 OS and permissions may be the problem although I have found all permissions set for my ownership. I only use one Windows user account. Other posts seem to use Linux, so perhaps it works there.

@dstillman: Thanks, but I am aware of the command line usage.
Re: "we can't really spend much time providing support for. " Aren't you already doing that? Wouldn't it be best to automate this process and get these questions off your development list.

It sounds like you know your way round Windows and Zotero. So it's possible that you could be hitting a new bug, where the new profile folder is not being created. In which case you would need to describe your exact steps to reproduce it, so that it can be fixed.
https://www.zotero.org/support/reporting_problems#provide_steps_to_reproduce

If you want to see how it's all *supposed* to work first, you could try setting up multiple profiles in Firefox if you haven't done that before. It's the same system/code, and there's much more documentation. You should see it create the new profile folder in Windows, under Firefox's Profiles parent folder (each profile is a folder, not a file). Open Firefox with each of the two different profiles.

Then you'll know what to expect doing the same thing in Zotero. It sounds like you already have the -P suffix on your startup shortcut for Zotero. And that you are getting the Profile Manager dialog ...
https://s3.amazonaws.com/zotero.org/images/forums/u5906489/00oiylkhu23i68foqx0g.png

Click on Create Profile and follow the steps. If you don't then see *both* profiles in your list, and if Zotero didn't create the new profile folder under its parent profile folder location below, that would be a (new) bug. Describe your exact steps here to reproduce that bug if you see it. If you *do* see the default and the new profile in the list, uncheck 'Use the selected profile without asking at startup'.
https://www.zotero.org/support/kb/profile_directory
(for Windows 10 ... C:\Users\\AppData\Roaming\Zotero\Zotero\Profiles ... see the note at the above link if Appdata is a hidden folder)

If the new profile folder has been created, and you *select* that new profile in the Zotero profile startup dialog, you *should* see a new Zotero library (data folder) in that new profile. If not (as mentioned as a [different] possible bug in the docs), set the path to a new, *manually-created* data folder location under Advanced prefs as described in the docs below.
https://www.zotero.org/support/kb/multiple_profiles

As with all Zotero use, you should have a backup your data folder ...
https://www.zotero.org/support/zotero_data#backing_up_your_zotero_data

@dstillman:
Re: "There might be a bug there that causes that to sometimes not happen, but we haven't reproduced that, and that doesn't sound like what you're describing anyway."
The bug is that separate Zotero profiles aren't created. That has been described in a number of post over several years. Because, as you claim, this is complicated for us to create, it has to be up to you to reproduce it. I'm trying to get you to do that. Perhaps the Zotero architecture needs a rethink. As a long-time software engineer, I have found this to be the saving solution. In any case, I have to move on to something that works for me. Good luck to you.