If I wanted to create a PNG that only displays a message (like instructions) and does NOT link to anything, how would I go about doing that?

Create the .png file as you have done. Open a new blank file in wordpad or notepad and enter the following lines:
{
version
    {
    number 4.0
    }
}
Save it as the filename and extension you want, e.g. "Instructions.pp2" - you'll need to make sure the filename matches what you called the .png thumbnail.

It should now show up in the library.

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"you are terrifying
and strange and beautiful
something not everyone knows how to love." - Warsan Shire