See Using the samples for help on compiling, setting up the debugger, and running the sample (either an exe or dll).
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 using Visual Studio.
Build the solution to make the 'Add Dynamic Layer' command dll.
You will need to use this command in an application with a MapControl and a ToolbarControl.
Add the command to the ToolbarControl. The command can be found in the '.NET Samples' category with the name 'Add Dynamic Layer'.
Run the application and add any layer to use as a background.
Click the 'Add Dynamic Layer' command in order to add the dynamic layer to the map. You will notice that the map will switch into Dynamic-Mode and the layer with 100 dynamic items will get added to the map.