Difficult to say what should happen and what actually happened. Without seeing the layer panel you can't tell which objects are there. Maybe you should ask the author of that tutorial.
It would also help if you don't just click here and click there but use this tutorial together with the manual and try to understand what happens and how Illustrator works.
Nevermind, i found out what am i going to do.
I have 1 last question though.
In Fw when you create a rectangle or other shape, you can take the paint bucket tool afterwards and fill the with a color.
Is there available a similar option with AI-the brush is not what i need, as it cannot fill a shape with a color with a click of a button.
Try Live paint. It should do what you need. You need to select all the objects and then you cann fill the areas surrounded by paths. Consult the manual concerning the options, especially how to handle gaps