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 file in Visual Studio.
Check that the .pmf to be packaged and the output directory specified in the code are correct for your situation.
Build the project.
Start ArcMap.
Click Customize, then click Customize Mode.
Click the Commands tab and select the Add-in Controls category.
Click and drag Package a PMF from the right onto a toolbar.
Click the Add-in button to package the data in the PMF map to C:\temp\MyPMFPackage.