Many of the Getting Started with Maya lessons have accompanying lesson files that were created for use with the lessons. These files are included in the GettingStarted directory that was installed with your Maya software and can be found in the following locations:
(Windows XP and Vista, 32 and 64-bit)
<drive>:\Program Files\Autodesk\Maya2009\GettingStarted
/Applications/Autodesk/maya2009/GettingStarted
/usr/autodesk/maya2009-x64/GettingStarted
Before you use the lesson files, you need to copy the GettingStarted directory to your Maya projects folder. Then, you need to set the GettingStarted folder as your project directory in Maya. For more information and steps, see Copying and setting the Maya project.