The tutorial uses a Redlands data set, and the you tube link is here: #7 CityEngine Essential Skills: Importing Buildings - YouTube
What about this:
"Download the CityEngine Essential Skills Training - Project Files: http://bit.ly/2015_Essential_Skills"
It is in the description of the video you posted?
Thanks for the reply, unfortunately when I search for this link, it appears to be broken.
What browser are you using?
I was able to download it.