The tutorial example source is contained in the tutorial bundle. To obtain the tutorial bundle, go to http://java.sun.com/javaee/5/docs/tutorial/information/download.html. The tutorial bundle is a zip file that you can unzip in a location of your choice.
After you have installed the tutorial bundle, the example source code is in the tut-install/javaeetutorial5/examples/ directory, where tut-install is the directory where you installed the tutorial. The examples directory contains subdirectories for each of the technologies discussed in the tutorial.