Read the tutorial carefully.
Once you've rendered everything in POV-Ray, you'll have to link the images together somehow. A good program to use for this is
Virtual Dub. Once you've installed Virtual Dub, open it, then follow File -> Open Video File -> Change "Files Of Type" at the bottom from "All Types" to "Image Sequence". Then find the rendered images (they should be in the Raytrace folder, with the POV-Ray Animation file) and click on the first one (animation001.xxx or whatever it's called). Virtual Dub will load all the images and seqence them into an animation.
You can then:
Apply filters (Video -> Filters -> Add...)
Apply a sound .wav, if you have one to hand (Audio -> WAV Audio)
Change FPS and other settings (Video and Options tabs)
Then save as a .avi (File -> Save as AVI) or as a .gif (File -> Export -> Animated GIF).