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