Yeah, I expected that too but it doesn’t. Instead, it generates a Rails app for you that you have to host yourself, but in the configuration for that Rails app, you point it to a GitHub repository that contains the content of the site. The idea is that you can use the full power of Rails to manage how the content in the content GitHub repository is displayed, such as requiring password logins to sections of the site.
See https://github.com/codemy/writefully#why-dont-you-just-use-s... for more differences from GitHub Pages.