Path for getting the sample Adventure works database is,
http://msftdbprodsamples.codeplex.com/releases/view/55926
Download and execute the exe available in the path.
Analysis Services related databases needs to be manually configured and here is the procedure to achieve the same,
http://msftdbprodsamples.codeplex.com/wikipage?title=Installing%20Analysis%20Services%20Database
For any issues, you can check my previous articles
http://venkattechnicalblog.blogspot.com/2011/08/adventure-works-deployment-issue-in-sql.html
Cheers,
Venkatesan Prabu .J