They also only implement serial sending (so the Arduino receives) so far, although they mention the next step would be to build the other side of the connection.

Connecting Arduino to Processing Introduction So, you’ve blinked some LEDs with Arduino, and maybe you’ve even drawn some pretty pictures with Processing - what’s next? At this point you may ...

That is because the Arduino is just sending tiny movements, each of which is a code that represents a nybble (4 binary bits) of data.