Currently, when you click on a link to download one of the Windows Presentation Foundation Samples, you go to the Windows SDK .NET Framework 3.0 Samples page, which allows you to download all the samples at once. The problem is that when you are looking at an individual sample topic, there is no way for you to know where each sample is in the download you just installed. We are currently working on a way for users to download individual samples from their respective topics, which will allow you to determine the location of the sample yourself. In the meantime, here is a file that lists all the WPF samples and their locations.
We are the Windows Presentation Foundation SDK writers and editors.