The examples have around 1GB unpacked. You need to get full installation of M/W/S4 where they are included.
Same stands for .pdf files requested in another thread.
Rgz,
Eirp
I have noticed that if you have the service pack for C/S/T M/W/S 4.2, it does not unpack the examples even if you do a full installation. It will install and run a fully funcitonal CST but will not give you any examples. But if you download 4.0 or 4.1, then you get all the examples.