Did you finish the install? After you installed and rebooted, did it prompt you for the cd again? If not, put the install cd in the drive and run ‘qnxinstall’ so it can finish installing.
Programming for realtime/embedded is as much a mindset as anything. In some sense it is no different than other programming - what is important changes, but the general skill is the same. If you are already programming at the os level (vs. application programming), developing for realtime/embedded means you mainly needed to be concerned with determinism/response time (realtime) and resource constraints (embedded).
There is no magic bullet which says do this and it is realtime, or do that and it is embedded.