The ESP8266 has two "modes". "Run" mode and "Flash" mode. In "Run" mode the firmware installed onto the ESP8266 executes. The default firmware is the AT firmware that allows you to control the device with AT commands through serial.
Note that the site you link to has erroneous information about CH_PD that should be talking about GPIO0.
In "Flash" mode you get to upload new firmware (AKA a "sketch") to make the device do something different.
The basic programming sequence is:
- Switch the device to Flash mode (connect CH_PDGPIO0 to GND)
- Upload the sketch using the IDE
- Switch the device to Run mode (connect CH_PDGPIO0 to 3.3V).
Because of these extra steps many people choose to invest in a small USB interface board designed specifically for programming the ESP8266 to make their life easier. These generally have a switch on them to set whether CH_PDGPIO0 is connected to GND or 3.3V.