The Tutorial assets can be found in the Asset Browser under the Tutorials folder and in the MotionBuilder Tutorials directory on your system.
Ensure you always use the latest update of the tutorials and tutorial assets to complete the tutorials. You can download the latest update from: http://www.autodesk.com/motionbuilder-tutorials. If you download the tutorial assets to a location other than the MotionBuilder default location, remember to add this location (add a favorite path) in the Asset browser so you can access the assets via the Asset Browser.