confused about procedures and functions

In the book MariaDB crash course the author uses a procedure
to return three variables. In heidi I am told procedures return nothing, and functions only accept an in parameter.

I am connecting to a MariaDB via Visual Basic Express 2010 and
have, with help from the MariaDB forum achieved this. I have been using heidi to check out small sections of sql code. I guess this is not going to work. Do I need to be using another
tool to help develop my code.?

I thought that if MariaDB now comes preloaded with Heidi that
I could expect it to work as illustrated in the book.

I am using connect.net to acess MariaDB.

Any thoughts appreciated.

Juyles