Quit Wireshark, run the command
sudo dpkg-reconfigure wireshark-common, and then start up Wireshark again.
Wireshark lists no interfaces, which means the problem may have nothing to do with PPPoE, and may have to do with Wireshark (or, rather, the dumpcap program it runs to do capturing) not having enough privileges to capture traffic. Running Wireshark as root is An Extremely Bad Idea; the right way to give "minimum privileges" to Wireshark on Debian and on Debian derivatives such as Ubuntu is with the
sudo dpkg-reconfigure wireshark-common command.
What you read on the official Wireshark website is talking about capturing PPP control traffic; you can capture data, such as IP traffic, on a PPP device, with tcpdump/Wireshark/etc.. I'm not sure the PPP daemon is even involved with PPPoE, so that may not apply.