I'm working with a long video in the clip monitor.  There are buttons to set the in/out points for a clip/zone, but I see no way of inserting that into the project timeline...  Am I missing something obvious?

Update -- After setting the in/out points, click and drag the video from the Clip Monitor to the timeline.

Once you have set the in and out points, click on the clip monitor display and drag it to where you want on the timeline. A clip will be created according to the in out points you have set. FRom there you can still adjust in and out points by dragging the boundaries of the clip in the timeline.

Ah wonderful!  Thanks!  Definitely not intuitive, but that was the last piece of key functionality I couldn't identify.  It would definitely be nice if that was also represented by a button so I could map a hot key to it.

Could someone make a tutorial out of it?

Read: http://www.kdenlive.org/forum/how-create-and-publish-video-tutorial-using-kdenlive-071

This would be very nice of you to spend a couple of minutes doing this tuto.

I'd be happy to.  Let me setup everything and I'll try to create one this week.