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.
Open the solution file in Visual Studio.
You can substitute the paths to your own data in the code, compile, and run this sample, or you can use it as a template for running other tools.
Additional information
This sample is a console application, and Microsoft Visual Studio is required to run this application.