Hi,
Which example/demo are you talking about?
If it are the ones included with the PICKIt2 Starter pack I'm pretty sure they are not written in PBP and can therefor not be compiled with PBP. If it indeed is PBP code you're trying to compile please post the code and the error message(s) you get when compiling.

What version of PBP do you have?

Please give us some more details and I'm sure we can figure out what's going on.