Take a look at the C Programming Guide for FRC.pdf to see if that helps you.
It's located on your laptop at: C:\WindRiver\docs\extensions\FRC
Starting on page 13 it describes how to setup the environment and download a program.
An updated copy was installed with the latest Wind River update (
http://www.usfirst.org/frccontrolsystem ).
One of the things you need to do is to go to Windows on the top menu bar and select Preferences.
Under Preferences you'll see "FIRST Downloader Preferences" and in there you need to set your team number, and find the ".out" file that your example generates. You can locate it by drilling down through your project files in the Wind River Project Explorer in the upper left window.
The .out will be under whatever project directory you've made. Mine happens to be C:\WindRiver\2009. For instance, I have a Simple Template project and the .out is buried under: C:\WindRiver\2009\SimpleTemplate\PPC603gnu\SimpleT emplate\debug\SimpleTemplate.out
Which of the examples are you using? An FRC one or one of the others that runs a generic C++ program on your PC?