I'm not sure why you want to learn to make software but here is some thoughts on starting to make your own software.
Regarding HyperNext, we have 2 short tutorials on our website for people who have never programmed before. They are in the box on the right hand side. There is also a Quick Start PDF - it has some tutorials in it.
If you have never programmed before then I think its best to start with an easier to use language. HyperNext is one, but there is also Visual Basic and REALbasic. Both these BASIC languages have many tutorials on the web - and also forums where you can ask questions. Its best to avoid languages like C,C++, Pascal, Delphi as they have steep learning curves.
I don't know which platform you are on - Visual Basic is free but is only for the Microsoft platform. REALbasic covers Windows, Mac OS X, and Linux but REALbasic costs 95 USD i think.
There are also languages like Runtime Revolution, which works on several platforms but again it isn't free.
There are lots of many free programming languages on the web but the vast majority aren't very easy to learn.
A warning, there are many places on the web claiming it is possible to create your own software using HTML - these offer very limited functionality as HTML was intended to display interactive web pages and therefore needs a web browser or other application to work . Quite a few people have come to Hypernext after paying for these system, often paying many 100s of USD and all say they were misled by the attractive websites and promises of quick rewards.
The best way to learn about making your own software is to find an easy to use language, play around with their examples, try to modify some of then, then see how these fit in with your needs.
The main thing is to get your first program running - then things do get easier. Also if you want to make a very complex product then Visual Basic, REALbasic and Revolution are very good.
I hope this helps and you have an enjoyable and successful time writing your own software.