Disclaimer: I've only done this a couple times and really am not good with this stuff.
After you download the app you mentioned, it's going to sit and grind your CPU for a long time. After that, you can click on the 'Receive' tab. Every field here is optional, but you might want to fill in the label with something like "from Coinbase". Click "Create new receiving address" and a new window will appear with a QR code and some other info. Copy the address. Then in Coinbase, send your Bitcoin to this address.
Again, this is probably a little watered down, but I hope it helps. Hopefully someone more knowledgeable writes up a better explanation.
After you download the app you mentioned, it's going to sit and grind your CPU for a long time. After that, you can click on the 'Receive' tab. Every field here is optional, but you might want to fill in the label with something like "from Coinbase". Click "Create new receiving address" and a new window will appear with a QR code and some other info. Copy the address. Then in Coinbase, send your Bitcoin to this address.
Again, this is probably a little watered down, but I hope it helps. Hopefully someone more knowledgeable writes up a better explanation.