Without knowing more, it's hard to tell exactly what's going on, so please post either a link to the tutorial, or, if it can only be accessed by people who have subscribed, perhaps you can quote a few paragraphs from the tutorial that include the suggestion to use the render command. Also, please post links to the "render files" that you found.
If I was forced to guess, my immediate reaction to your post is that there are two main ways that the word, "render" can be used with respect to Photoshop, and you have confused the two usages of the term. The first use is to describe a filter that can perform various effects on an image, e.g., clouds, difference coulds, fibers, etc. These are small software packages (plugins) that can perform the required mathematical algorithms to obtain the stated looks. You would likely have to purchase such an add-on to PS, and would likely install it like you install any other plugin.
The second use of the word, "render", in conjunction with photoshop is when, for example, some vector art is converted to a conventional pixel based image file, when a roughly outlined three dimensional shape (eg, consisting of just triangles describing edges and faces) is converted to a nice, smooth, pixel-based image, etc. These are just image files (ie, not software) and it's much more likely you would find these for free on the web.
Tom M
