I am using the book 'Mastering GIS by Maribeth Price' and at the end of chapter one, there are exercises that require me import data from the mgisdata folder. Example: Add Connections -> Click the Look In drop down -> mgisdata -> Oregon...
I don't think my professor provides it. I'll keep looking. I'm wondering if it will be found in another downloadable extension like ArcTutor.
EDIT: On the top of the page (42) it says "Use ArcMap and the mgisdata/Usa folder to answer the following questions..."