To run through the mainframe tutorial, you first need to install some demo files on your mainframe. These files are delivered in an XMIT file, containing the source files required to run the tutorial.
The z/Server installation contains a JCL file RECBNKDM which can be used to submit the necessary TSO RECEIVE commands. You will find this file in the data set hlq.ZSERVER.JCL.
Customize this JCL file before submitting:
Submit this JCL, and verify in the job output that all RECEIVE commands were successfully executed.