If you use Eclipse, and have already run the example on the Emulator as you say, the *.apk would automatically be created in the project bin folder, for example:
D:\jpct-ae\examples\HelloWorld-AE\bin\HelloWorld\HelloWorld.apk
It will happen too if you just build the project, on the main toolbar go to [Project-->Build Project], or Clean... and then select your project and tick Start a build immediately.
I don't know about a step-by-step game tutorial, but the Hello World example is pretty step-by-step...
You can also take a look at the Advanced Example:
http://www.jpct.net/wiki/index.php/Advanced_exampleIt should help you more if you're into Game Creation, and it too is explained very well.