In the past, we have shipped the entire "Getting Started" application and code in the installer with the server. This bloated the download size (and its already big). So for ColdFusion 8 we had Adobe IT put Getting Started on a cluster of servers available on the net. You can check it out here. This makes our download smaller and ensures customers access to correctly configured servers.
But for those of you who want to look through the example code and/or run on your local machine not connected to the internet, we have made the entire set of files available on Adobe.com. Just go to the ColdFusion Developer Center and click on the "Downloads" tab on that page.
Or if you want a direct download link, you can use this.