You can follow along with tutorials by using the Maya files included with the documentation. The tutorial files are collected in a Maya Project and can be located in your documentation here doc_location/Recipes_and_Tutorials/rfm_project. Use the folder called rfm_project as a Maya Project directory, update Maya's project location, and you'll be ready to go.
The tutorial files may also be accessed online in the Software Download Area. Simply download "Tutorial Files" and expand it. Use it as a Maya Project.