Can you please try to open the samples in Visual Studio and then open the DataConfig.config
file which is located under the ~/App_Data/Sitefinity/Configurations
folder in order to make sure that the connection string is set properly. Then please build the solution, run the project from Visual Studio and let me know about the result.
Another option is to download the SDK samples from the github
website. You can find a README.md file for each sample which provides additional information about the sample, as well as installation instructions.
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