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.
Change the TS_SERVER_NAME to the name of your Tracking Server machine.
Change the TS_SERVICE_NAME to the name of the real-time feed on your Tracking Server you want to connect to.
Build the solution.
Add the Add-in button to a toolbar in ArcMap.
Click the Add-in button to have it add the temporal layer to Arcmap.