The example I'd like to look at next is the ArticulatedDemo. It does a whole load of things, like loading a variety of models and placing them in a scene graph. It's this scene graph thing that I think I need to understand properly.
Unfortunately, I can't get ArticulatedDemo to run - it compiles and links ok, but fails an assertion, then crashes.
The next most interesting demo is Collision_Demo, which has a set of static objects in a box, then drops a load of different sized balls in, which bounce around the place.
It compiles and runs fine.