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 sample.
After sample execution is complete, examine wellsCopy.shp in the output directory. This shapefile is the output of the CopyFeatures geoprocessing tool, which copies features from the supplied layer.