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The sample projects come in two configurations: debug and release (where release contains no debugging information) and different Visual Studio projects.
A few of the example projects require some additional setup. The simpleD3D9 example requires the system to have a Direct3D SDK (June 2010 or later) installed and the Visual C++ directory paths (located in Tools > Options...) properly configured. Consult the Direct3D documentation for additional details.
These sample projects also make use of the $CUDA_PATH environment variable to locate where the CUDA Toolkit and the associated .props files are.
The environment variable is set automatically using the Build Customization CUDA 7.0.props file, and is installed automatically as part of the CUDA Toolkit installation process.
You can reference this CUDA 7.0.props file when building your own CUDA applications.