CTE is not custom white balance, it is the exact opposite. CTE emphasizes the colours and is useful for things like sunsets. What you need to choose is the icon with a square and two triangles beneath its sides. The text should also say "Custom white balance" near the top of the screen, I think its the rightmost choice
You use that and then it lets you take a shot (this is when you press shutter button) and it will take an auto WB. But there is a problem here! A very long exposure might not work. So you need to have decent light to do this or a higher ISO. Don't try doing custom WB when you have the camera in M mode with ISO 100 and 30 sec exposure, it will probably fail.
Anyway, after the shutter, the camera will automatically set the WB such that the thing aimed it at is "white" and allow you to use buttons to tweak it further. Just make sure you press the right button to confirm your decision! I often press the wrong button, which cancels it all out and then i have to do it all over again