The web pages about the Content Examples are very interesting:
However, search as I might, I just could not find the download button, and it was not built-in to UE4 Editor either. I used Google, but it only took me to other unrealengine.com pages that had no clues.
Suddenly, for some unknown reason, I thought to myself “What if it is hidden in the launcher?” Sure enough, there it was.
Now that I have been initiated into this secret knowledge, I am fine. I do recommend you put clear “download” instructions on the top of each page that features the Content Examples.