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 in Visual Studio.
Build the solution.
Open ArcGlobe (in design mode).
On the Customize dialog box, choose the Add-In Controls category.
On the Command Items pane, drag the Globe Fly tool command onto a toolbar.
Select the Globe Fly tool and click the globe to start flying.
Successive clicks increase the flying speed and right-clicks decrease the flying speed.
Clicking the middle mouse button sets the flying speed to zero.