Using Total Visual SourceBook, this behavior is correct. If you insert the code from the "Example" tab into your project and not the actual code, the example won't run.
You should insert the actual code into your project first and make sure it compiles before adding the Example code.
When exporting the code the into your project, some modules may have "Other Dependencies" such as DLLs. These are References you need in your project for the code to run. References are set from your VBA module editor's Tools, References menu, or in VB6 under Project, References.