Basically, I would recommend using the latest version of the product available, to ensure that you take advantage of the latest bugfixed and functionalities. Is the issue with the menu appearing when running the project with the latest version of the control?
Further, indeed some samples include SQL databases, and this is done due to popular demand, as many users utilize this option. Alternatively, you can replace the SQL datasource with an AccessDataSource, with the same query, and replace it as the original datasource for the control.
Further, depending on the sample, you may have different references, some of which may not be valid. If this is the issue at your end, you can remove the references declarations from the page, and include only the ones pointing to your dlls.
the Telerik team