Hi, there is none newsletter module at all, just demo html form. you have to install newsletter component with module. on JED you should find at least five solutions. of course commercial versions always have better features.
publish module from component at this same position like we did.
Constant Contact and MailChimp both have good services and both have good modules for joomla. I had a 3rd party newsletter component on a site (which happened to be a Gavick Template, MusicCity I think) and it was terrible and the massive amount of emails it would send bogged down my server. Also- If you are a beginner, it could be difficult to set up your mail server correctly.
Go with the commercial stuff which is hosted off-site and just integrate it with a module which is offered from that newsletter company (like MailChimp). It's headache free!
Probably we never will build our own newsletter "module" because there few very good solution right now on the JED market. But you're right some people may think that our demo code should work somehow.