Warning, a very "newb"ish question: I completed his tutorial inside my browser. Buw what now? How do I do that permanently on my shared server which allows me to create a rails application via cpanel. How do I "populate it with [my] code"?
First generally you're going to do most of your development locally and then deploy it to your server. If you're just starting out then check out the RadRails IDE. It does most of the heavy lifting for you and makes it really easy to get going.
After that look at something like capistrano or vlad the deployer for getting the site onto your webserver.
If not, I'd recommend getting a slicehost/linode account (even if only for a month or two) and practicing there.
From there, learn how to install/use gems, various Ruby libraries, and the structure of Rails apps.