I have the next chapters of the tutorial in the pipeline which will cover modulators, scripting and interface design, so it does have some sort of priority (compared to fixing the forum IP address issue :)). Also the vast majority of feedback I am getting is "crank up the documentation" so I'd be pretty ignorant if I wouldn't listen to this.
To answer the OPs question about exporting: you have to call Synth.addToFront(true); (or preferably, his new companion, Content.makeFrontInterface(700, 400); in the onInit callback. This will allow you to preview the plugin by clicking on the home button.
However in order to export the plugin, you'll have to setup your system compilers (Xcode on OS X and Visual Studio on Windows). HISE does not include a compiler, but generates project files for the mentioned IDEs and launches a command line script that invokes the compilation, so if everything goes smoothly, you don't have to touch any C++ code while getting a natively compiled plugin.