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 and open the solution.
Build the solution to make the ClonableObject class library and the TestApp test application.
Right-click the project and choose Set as Startup Project to ensure the TestApp project is the startup project for the solution.
Press F5 to start the application (review the messages that show in the console window).