Hello tothemax,
In order for your workouts to show up in the iTunes window, you need to drag them out of your Workout Blender folder and into iTunes. Go to the folder:
"Your Hard Drive" > Users > "Your User Name" > Movies > Workout Blender Videos
You should see your created workouts in this window, which you can drag into the iTunes window to import them and then play them in iTunes or sync them to your iOS device.