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.