When you install the controls, as long as you left the default install options, there will be an Actipro WPF Controls group in your Windows' all programs list. That group will have a link to the big sample project with hundreds of samples in it.
As for the title bar being missing, the only thing I can think of without having a simple repro example's source is if you perhaps modified our default Styles for some Docking/MDI controls in your application. Have you done anything like that? If so, please comment them all out so that the defaults take place.
We also have options like DockSite.ToolWindowsHaveTitleBars and ToolWindow.HasTitleBar where if you set those to false, it would hide the title bar.