The examples are downloaded automatically in 4.0. This reduces the size of the Spine installer, which would nearly double in size if we included the examples, and allows us to add more examples without bloating the installer.
For 3.8 you can download examples here:
Spine: Example Projects
Having the examples downloaded in 4.0 leaves 3.8 and below in an unfortunate situation: they expect to find the examples in the installation folder and now they can't. Unfortunately there's nothing we can do about this for those older versions. I know it is especially bad because right now 4.0 is still in beta so 3.8 is the latest non-beta and has this problem, but 4.0 will be released very soon!
