In order to use your MDEX State Manager, you must specify a new class for the Discovery Framework to pick up and use in place of the default State Manager implementation.
The your-state-manager-name directory you created contains an ant build file. The ant deploy task places a .jar file containing your State Manager into the portal/tomcat-<version>/lib/ext directory.
To specify your new class to the Discovery Framework:
df.mdexStateManager = com.endeca.portal.extensions.YourStateManagerClass