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 SelectFeaturesInMap application and load a map document.
Click the Select Features command and select a feature. The first StatusBar pane is updated with the mouse pointer's coordinates.