Join Scott Hirsch for an in-depth discussion in this video Using the exercise files, part of Synth Programming Basics.
If you are a premium member of lynda.com, you have access to the exercise files used through out this course. They are available by downloading the zip file from this course's page on the website. Double-click on the zip file to uncompress it. Inside will be a folder for each video, names with the chapter and video number and inside these are the project and session files. As well as their associated audio files and samples. The exercise files I've included were created using a few different DAW, such as Logic, Pro Tools, and Reason.
If you don't have access to these applications, you should easily be able to recreate my examples using any software, or even hardware, synth. As long as you don't move the exercise files from this location, all files should link properly. However, if you do run into file linking problems when you open any session or project file, simply click the Search button or Locate button and navigate to that project's audio files manually to relink them. If you're a monthly member or annual member of lynda.com, you don't have access to the exercise files, but you can still follow along using your own software or hardware synths.
One more thing, I'll be using a vacuum synth when I'm demonstrating in Pro Tools. And while this is a free virtual instrument, it is considered additional content. It will have to be downloaded and installed in order to follow along. You can download the AIR virtual instrument from your Avid user account. Just log in and visit my downloads to get the AIR instruments.