If you're not comfortable with the copying and renaming directly in windows, this can be done from within the Adagio Financial Reporter (FR) as well.

Choose File | Import Spec... You'll still need to browse to the ...\Softrak\ALwin\SamData installation folder but once you find the spec and click open, the FR will open the spec for editing right away. When you save it should default to saving in your data folder with the correct extension.

If the sample data is missing entirely, re-install the Ledger and select the sample data for installation.