There are quite a few questions here. Regarding not being able to open the demo projects that are on your PC, what version of Visual Studio are you using? I see that you are trying to open the C# version for 2008. Is this correct?
Themes are easy to apply to controls, or indeed the entire application. See this link
to find out more about applying themes to an entire application.
There is also a link here
regarding getting started with the RadRibbonBar.
Hope that helps, but let me know if you need further help.