In the preview window, you'll see the default tree. Finally, return to the Assemble room, if you want to plant more trees. Note that trees do not have leaves, by default. This is to keep the number of facets in the tree model down to a reasonable size, while you are assembling your scene. To add leaves to the tree, return to the Model room, and change the season to Summer.
Leaves grow on the tree throughout the Spring, but they are fully grown by summertime.
Leaves fall to the ground throughout the Fall, but you can't actually see them fall. To show this in your scene, you'll need to create the leaves and make them fall manually.