Hello Gise,
The link you have specified is for the installation of the TLA Toolbox, which contains also a link for installing the Proof system (TLAPS) and its examples.
The Toolbox is the graphical IDE for TLA+ and contains most of the TLA tools (parsers, compilers and TLC). The Proof system should be installed separately.
The link for installing the proof system is:
http://tla.msr-inria.inria.fr/tlaps/content/Home.htmlIf you have installed the Proof system, then the examples can be found in
$(DIR)/lib/tlaps/examples
where $(DIR) is the installation directory (/usr/local normally).
Best regards,
Tomer