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 and open the solution file.
Click the Build menu and click Build Solution to compile and register the project.
Start ArcMap and open an ArcMap document.
Click the Customize menu and click Customize Mode. The Customize dialog box opens.
Click the Commands tab and select the Developer Samples category.
Drag and drop the tool icon onto an active toolbar.