Publish Links to Office in SharePoint 2013?

Does Publish Links to Office in SharePoint 2013 work with Office 2013?

I have tried setting this up but it does not appear to work.

• I published a link within the user profile service.
• Went to my MySite, on my document library "SkyDrive Pro"
• I connected to office.
• This popped up with the warning, I accepted this.

I can now access the word template from my "SkyDrive Pro" library when I open Word but I do not get "SharePoint Sites" on the open or save dialog. I have tired both x86 and x64 versions of office.

Thanks

Edd