Most troubles with creating outputs are caused by missing installation. Output report text (see “3.4.2.1. Create Output“) will turn red. Reading last line you can determine cause of problems.

SAXON: DocBook XML document was not created !!! 
Most likely, you don't have installed Java Runtime Environment (JRE) on your computer. It is provided for free (see “1.3. Requirements“).

HH WORKSHOP: HTML Help was not created!!! 
Most likely, you don't have installed HTML Help Workshop on your computer. It is provided for free (see “1.3. Requirements“).

PDF has been created, but I can't view it. 
You don't have installed Adobe Acrobat Reader on your computer. It is provided for free (see “1.3. Requirements“).