This FAQ page provides helpful information about The Light's Right site and its user community.
The TLR tools for masks create them as alpha channels. You can find them on the Channels palette. For a visible effect, you need to do something with them.
There is a TLR video that demonstrates how to use the masks as layer masks.
The actions and scripts were designed to make it easy for users to modify the effect. This "tip" should help.
There is also a Quicktime video avasilable on the same topic.