This step is covered as it may be useful in your own study to compare multiple LD plots to understand how the correlation structure in one dataset compares to that of a similar dataset, e.g. comparing a random set of Caucasians in your study with CEU samples of HapMap. Another useful example is comparing a less dense array (e.g. Affymetrix 500K) with a denser array (e.g. Affymetrix 6.0).
Though not a standard practice, for demonstration purposes this tutorial compares the overall LD structure of all HapMap populations with that of only Yorubans.
You should now have a P-value plot stacked on top of two LD plots (Figure 4a).
In this instance there is a slight difference in LD structure displayed in the two plots. If you observed this in your own data, you would want to investigate why such a difference exits.