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.
Register the CustomGxObject_CS.dll. For more information, see "How to register COM components" in the following "See Also" section in this sample.
Start ArcCatalog and browse to <your ArcGIS Developer Kit installation location>/Samples/Data/World.
Select a dataset in the tree view (such as World Cities.lyr).
Select the Extent view (either through preview or from one of the tabs). An overview map of the world shows with a red rectangle that depicts the spatial extent of your selected dataset. Since you are viewing the extent on a world scale, the rectangle depicting your data might be difficult to see if it does not cover a large geographic area.