I came across this same problem and found your question an hour after it was posted but here is what I have found. In Xcode 4.4 the ability to change the target membership, and visibility, for header files was removed so this tutorial will not work as written.
Instead of changing the target membership visibility you can add a "Copy Headers" build phase to the target you made in step 1 (Serenity in the example). This will have 3 sections for Public, Private, and Project headers. Just click the plus at the bottom and the headers you want to be public to this step. By default they are put in the Project section but you can click and drag them to the Public section.
The rest of the tutorial should work fine from there.
Edit: Just noticed that in my own project, after adding the copy headers build step, that the target membership can be selected for header files so the tutorial works as written. Though it seems to act a little strange with my framework header. In any case, changing the visibility in the build phase is reflected under target membership and vice versa
