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.
Run make command with the provided Makefile.
Run the application.
Click inside the MapControl and view the coordinates displayed in the dialog.
Additional information
A shapefile is loaded into the MapControl at runtime, and the path to the shapefile is hardcoded to the Samples\data folder. If this path does not work for some reason, change the path to the desired folder and rebuild the executable.