Well, you've apparently either:
1. Ended up in the Texture Application mode (which, heedless of the title, isn't what you want right now);
2. Ungrouped the sections of your cube by clicking the wrong toolbar button;
3. Not followed the instructions properly;
You can of course just hold down Shift and click the objects to select more than one, when they're ungrouped. Alternatively, strive along like that for a bit and keep following the tutorials, it's no big deal when you're doing tiny maps, and by the time you start mapping properly you'll've sorted it out through practise, experimentation and reading tutorials.
Trust that helps.