See Using the samples for help on compiling, setting up the debugger, and running the sample (either an exe or dll).
Open the solution using Visual Studio.
Build the solution to make the Track Dynamic Object command dll.
You will need to use the command in an application with a MapControl and ToolbarControl.
Add this command to a ToolbarControl. The command can be found in the .NET Samples category with the name Track Dynamic Object.
Add the data to the MapControl. The data can be found at <Your install location>/DeveloperKit/SamplesNET/Data/USMajorHighways/usa_major_highways.shp. Hint: If you are not seeing it in the Browse dialog box for the Add Data button, make sure you have Files of type set to Shape files (*.shp).
Run the application containing the MapControl and Toolbar control and zoom in on an area on the roads. The application will load the navigation information from the target FeatureClass (which may take some time) and will start navigating.