Each example is self contained so you can directly cd into the directory of the example and start working on it.
Before doing anything, make sure to set those environment variables for the AWS credentials used by AWS provider:
export AWS_ACCESS_KEY_ID=<key>
export AWS_SECRET_ACCESS_KEY=<key>
Then you can simply run terraform init to initialize the folder with terraform components. After that you are ready to start using terraform plan and terraform apply.
When you are done experimenting please run terraform destroy to cleanup the resources you created.