Welcome aboard!
You are almost there, the confusion arises only from the preconfigured LFO Vibrato on the mod wheel, which is not recreated by just modulating LFO1Amt, like you did. Right now you are just changing the amplitude, or in other words, the strength or amount, of LFO1, but LFO1 is not yet assigned to modulate anything.
Since you want to create a Vibrato, just assign LFO1 to the oscillators pitch, leaving everything else the way you already set it up.
And there you go!