Make sure your HPC Curiosity Board is connected to your computer using the USB cable.
Click the Make and Program icon 
.
This will build the project again and launch the programmer. In the MPLAB X output window, you should see a series of messages. If successful, it will end with a "Programming/Verify complete" message.
The D2 (RA4) LED will light up when the potentiometer is turned clockwise more than the halfway point. The picture below shows the potentiometer beyond the halfway point so the LED is lit.