To run the patches, you must first download, install, and run Pd. Instructions for doing this appear in Pd's on-line HTML documentation, which you can find at http://crca.ucsd.edu/~msp/software.htm.
This book should appear at http:/crca/ucsd/edu/~msp/techniques.htm, possibly in several revisions. Choose the revision that corresponds to the text you're reading (or perhaps just the latest one) and download the archive containing the associated revision of the examples (you may also download an archive of the HTML version of this book for easier access on your machine). The examples should all stay in a single directory, since some of them depend on other files in that directory and might not load them correctly if you have moved things around.
If you do want to copy one of the examples to another directory so that you can build on it (which you're welcome to do), you should either include the examples directory in Pd's search path (see the Pd documentation) or else figure out what other files are needed and copy them too. A good way to find this out is just to run Pd on the relocated file and see what Pd complains it can't find.
There should be dozens of files in the "examples" folder, including the examples themselves and the support files. The filenames of the examples all begin with a letter (A for chapter 1, B for 2, etc.) and a number, as in "A01.sinewave.pd".
The example patches are also distributed with Pd, but beware that you may find a different version of the examples which might not correspond to the text you're reading.