Join Rob Garrott for an in-depth discussion in this video Using the exercise files, part of CINEMA 4D Essentials 1: Interface, Objects, and Hierarchies.
If you are a Premium member of lynda.com then you've got access to the exercise files for this course. I'm working with them on my desktop, but you can have them just about anywhere. These files organize into subfolders that go with each chapter. Inside each subfolder will be the files used in that chapter. Note that the files in each chapter's folder will be different based on the needs of each chapter.