On GNU/Linux, the DOLFIN demos can be found inside the following directory:
/usr/share/dolfin/demo
On Mac OS X, the DOLFIN demos can be found inside the following directory:
/Applications/FEniCS.app/Contents/Resources/share/dolfin/demo
On Windows, the DOLFIN demos can be found inside the following directory:
C:\FEniCS\share\dolfin\demo
The DOLFIN demos can also be found inside the demo directory of the DOLFIN source tree.