"I am a Gamer.
Not because I don't have a life,
but because I choose to have many."
That depends on what do you mean by export.
Keep in mind that the tutorial was written for XNA with the Blender being a midpoint.
In most cases if you only want to use Blender you can use textures as they are from the game (assuming you will link them in the correct way in Shader menu)