How are you downloading the tutorial and examples (which link are you using)? If you have already installed CityEngine 2012.2, you can open CityEngine, and go to Help menu > Download Tutorials and Examples. You can then select the tutorials and examples you want to download by checking them on and clicking finish. I have tested this even for CityEngine Trial, and it works. Also, If you are looking for video series for CityEngine, you can find it here.