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 and compile the solution in Visual Studio.
Start ArcMap.
Click Customize and click Extensions.
Turn on the ACME extension. The ACME menu appears on the main menu bar.