Hi
Programming a PIC is something different as the choice between building your own PCB/breadboard-circuit or using a experimenting board that has already all required hardware on board. Both need to be programmed. This is a choice you have to make.
The tutorials on that site just show you how programming with (18F) PICs work. You can use them as a starting point for your own code. If you build the hardware yourself, these tutorials can still be very valuable, as they explain the basics of ADC-conversion, interrupts, PWM generation, ... for a 18F-series PIC.