See
How to use ArcGIS samples
for help on compiling, setting up the debugger, and running the sample.
If the sample has associated data, you will find that the sample's zip file includes a "data" folder alongside the language folders.
However, you will need to update the sample to point to the location of the data once you have extracted all the files.
Start Visual Studio, open the solution file, and build the project.
Press F5 to run the MapControl application.
Use the AddData command to add a dataset to the map, or as an alternative, use Add MapDocument to add an existing map document to the map.
Right-click a layer in the TOC to open the context menu.
Click the Create Layer File command to save the current layer with its current renderer as a layer file.
Use the Load Layer File command to load the new layer to the map.