Related to the tutorial projects, also a set of example files is available. You can use these files to run the messages in the tutorial project.
You can download the files here: Tutorial - EDI Files.zip.
Extract the files to a folder in your file system. Make sure, you define this folder as the working path for the 'Windows share' connector.
Note: Also check the other folders as defined for the 'Windows share' connector, like Archive path and Error path. Make sure, these folders exist in your file system.