Are you asking if the documentation is correct? Er... yes, it is.
You will not see
Filled Out Form activities totaled up by the landing page, since there is no landing page. However, you can always view
Filled Out Form activities in reports, of course tied to the lead.
You won't see conversions by LP because there is no LP. But (assuming you are including Munchkin.js on your site) the user's web and email histories are all stored in Marketo. There just isn't a prepackaged concept of conversion, but you can write your own using Triggers/Flows/Interesting Moments/etc.