I don't want to be the bearer of bad news, but unfortunately there isn't an easy way to do this. Of course this differs from chapter to chapter. Some are easy and can be opened by either running the .sln file contained in the folder or just copying the files into a new website project. Other chapters are more difficult, because they only contain snippets of code as .txt files and you need to manually insert them into an .aspx page.
So, to reiterate, there really isn't any one way to load the contents, since each chapter's sample files are structured differently.