Total Noob Question: Why doesn't the Label display?

I am using the following C# tutorial but the label isn't displaying for me when I run the application. I created a empty GameObject and attached the script to the GameObject.

Here is code:

using UnityEngine;
using System.Collections;

public class NewBehaviourScript : MonoBehaviour {

    // Use this for initialization
    void Start () {

    }
    public string msg = "Hello World Message!";
    void OnGui() {
        GUILayout.Label(msg);
        GUILayout.Label("Health: 100");

    }
    // Update is called once per frame
    void Update () {

    }
}

A function called "OnGui" won't do anything unless you specifically call it. The Unity function which displays GUI elements is called "OnGUI".

What you need to do is create a Game Empty in your scene, then drag the GUI script onto that. Then you will see your GUI