In the Cognos Administration and Security Guide is explained how the sample databases should be added to the Cognos environment.
In Part 1, chapter 4 (from page 57) is explained how the samples should be installed in Cognos.
Files could be found in the cognos installation folder on the server: installation_folder/c8/webcontent/samples
Hope this works out for you. If you cannot find the files send me an email and I can search for you.
Nanno