You should be able to build the jar file with "ant jar".
That command is suggested a little later in the tutorial (LingPipe: Sentiment Analysis Tutorial)
...(if it doesn't, run ant jar to create it)...
You'll need to install Ant (from ant.apache.org), and add it to your PATH. And you may have to set the ANT_HOME and/or JAVA_HOME environment variables prior to running ant.