Just click on next button a couple of times (tested in Firefox) and copy paste the code to the left text area or just press RUN button, if there is some code already. It should work.
However, the presentation and design is like made by Polish people or Russians ;D. Sometimes it works, sometimes doesn't ;D. tutorials are not finished or the docs are very limited, some functions and stuff not mentioned at all.
I really think that Phalcon is not ready for real projects. It's a great idea and maybe after two years it could finallly start to be a legitimate player. but for now it's a half-baked product. The support on this forum or on the Stackoverflow is pretty rare.
I have noticed that the bloggers that write articles about Phalcon just copypaste the other blogposts and say that it's "blazing fast", "destroys other framework", but very few of them went beyond the first Hello world tutorial and tried to integrate ACL, routing etc.
E.g. routing and acl is a real pain in the ass in Phalcon, hashing functions don't work in the whole 1.3 branch for Windows 5.4 PHP dll and no fix is provided for 6 months!
Docs are tragic and the devs know that. You can see may people asking trivial questions in this forum, because they didn't find that in the docs. They should really look at CodeIgniter, Symfony or Laravel docs how it should be done.
Unless you are very experienced PHP and what is more important (because of the lack of documentaiton) C programmer stay with Yii, Symfony or Laravel