Hi,
To test that the samples are working with your Finesse server, you have to upload them to the Finesse server with the 3rdpartygadget account or use a separate web server. Please see the Third-Party Gadgets chapter of the Developer guide, specifically the Upload Third-Party Gadgets section.
As the Getting Started page suggested, I suggest taking a look at the documentation for the LearningSampleGadget.
Thanx,
Denise