See
How to use ArcGIS samples for help on 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.
Run the RotateDisplay application.
Load a map document onto the MapControl.
Use the left mouse button to zoom in and the right mouse button to rotate the display.