Welcome to VTK, @chiyandetaotie
I looked around the VTK Examples site because I thought that surely there must be instructions to obtain the data. However, I did not see any instructions. Maybe @amaclean knows?
To find those files, I went to the VTK download page and downloaded VTKDataFiles-9.3.0.tar.gz. Untar that and you will find those data files under VTK-9.3.0/Testing/Data/
Hope that helps!