I'm surprised Radiant doesn't have an internal build option so I don't have to use a different program like Q3Map2Build in order to compile/build what I want.
As far as I know Q3Map2Build is only a graphical front-end for q3map2, which is the commandline compiler for maps. But all the Radiants have support for q3map2, you will find it in the install folder and there's a menu entry for it too ('Bsp' in GTKRadiant (correct if I'm wrong) and 'Build' in Netradiant). Which tutorial did you read?