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.
Start Visual Studio, open the solution file, and build the project.
Run the application.
Browse to a Published Map File (PMF) from ArcGlobe to load.
Display the file properties.
Right-click the globe in the TOC to display the data frame properties.
Right-click a layer in the TOC to display the layer properties.