Before you can start to build a new application, you need to close the "Hello World" one. This is the reason why every time you build your new Java application, the old one gets opened. To do this, press the Option button from your device, select More from the toolbar then scroll down until you see Close Project option. You should tap it and then open your new application in order to build it.
It's advised to check the tutorial section of the application to learn how to work with it. Also, you can find tutorials on the official blog of the developer.