Sample Job, Mapping, and Tranformation files are available in the Pentaho Data Integration installation directory.
To view the samples, use the File/Import from an XML File and navigate to ...data-integration\samples.
Getting Started
To view the Getting Started Guide, open the PDF document found in ...pdi-ee/getting_started_with_pdi.pdf
What's New
To view the What's new in Pentaho Data Integration Enterprise Edition 4.0, open the PDF document found in \data-integration\docs\English\whats_new_in_pdi_4.pdf