Correct language from the resource topic:
To work through the ArcGIS for Desktop tutorials, you need to install the tutorial data from the ArcGIS for Desktop Tutorial Data setup, which is part of the ArcGIS for Desktop installation download or media. If the tutorial data has been installed on your system, look for it in C:\arcgis\ArcTutor (the default installation location). In many cases, you will need write access to that location to perform the tutorial.