It says the data is associated with "<Origin EXE Folder>\Samples\91 Tutorial Data.opj" but when I look through that project (opening via the File menu), I just can't seem find the data for that specific tutorial.
Thanks for pointing this out. This tutorial was created recently, post 9.1 release, so cannot be in product. I think there is an internal 9.1 SR3 that included this so the documentation people thought it was in product.
It must be a very small file, so I am sure they can update that tutorial to give a dropbox etc link to access it today.