Well for one thing, we use .s19 files which are "hex ascii" of the binary, so you will not find any HEX files.
If you take the orignal CW project from the CD, hook up the to the BDM port (the USB "B" connector), then click the lttle green arrow (or use F5 - rebuild and run) it should build and down load and all should be well.
The first time you do this you will get a found device dialog, it should find the driver automatically if you ran the install from the CD.
If everything is already built, it will do nothing, as CW if very smart about when to rebuild.
If you go to "Project/Remove Object Code" then hit the brown hand writing with a pencil (to the left of the green arrow (or F7 - build)) you will see a dialog box pop up showing the build.
As for the "Original File" start thinks in terms of projects, which is the "unit of code" for CW.
BTW If you want the original demo that blinks led, I think you will have to ask P&E for that, unless it is now included, but I never needed it myself.
We don't consider Microchip a competitor to Freescale any more then BMW considers Kia a competitor. :--)