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.
Browse to a Published Map File (PMF) published from ArcGlobe to load.
Use the spin buttons to spin the globe.
Control the rotation speed of the globe using the TrackBar control.