Cannot Open File Under UnitedStates.gdb

Hi there. I've downloaded everything and can open arcmaps. However, when I go to do assignment 1-1 Chapter 1 page 43 I cannot open the file USStates which is the last part of the file. I get as far as UnitedStates.gdb and nothing is in there. Any ideas?! I've tried to reinstall and still have no had any luck. Thanks!

I get as far as ESRI\GIST1\Data\UnitedStates.gdb\