Throughout the documentation, there are several relative path references, e.g., samples/console/simpleconsole. Once you've downloaded and uncompressed the SDK package, you'll get a directory tree and the paths in the documentation are relative to the root of that tree.
For your convenience, the samples are provided as NetBeans projects. Each sample directory path/to/sample has netbeans directory under it, e.g., path/to/sample/netbeans, that contain files to define the sample as a an IDE project.
If you open a project in NetBeans, it recognizes the netbeans directory as a project. Then select run or debug and you should have the sample running.
None of the samples are dependent on NetBeans, i.e., the code and configuration in a sample directory is enough for compiling and running. If you have trouble using the supplied project folders the IDE, or if your favourite IDE is not one of the above, you can manually set up a project and copy the files and folders from the sample directory (excluding netbeans folder, or course).
Console applications demonstrate SDK features without the complexities of building a web GUI using html and jsp. The following console applications are shipped with the 10Duke SDK:
Simple console application (samples/console/simpleconsole)
Demonstrates how to get started in developing console applications.
Simple database usage (samples/console/simpledatabase)
Wrapping your application as a service (samples/console/simpletanuki)
Advanced console application (samples/console/versatileconsole)
A tutorial demonstrating many core features of the SDK.