Ricardo,
Client.exe can be found in your project bin\Debug\Client.exe and similarly CalculatorService.exe can be found under bin\Debug in their respective folders when you compile the project.
Please make sue that you run service (by double cliking on CalculatorService.exe) before running the client service.

An incredibly important technology where the documentation is geeky (self referencing without clear information). Could an adult please look at this?

It worked for me . But i am in doubt if i had to use app.config and Proxy file in client side. It means whenever i change is made to service its updated should be installed on client side....I thick there must be some solution to this.

The samples installation refers to two bat files which are not included in the download.
Nothing works when the samples are rebuild, although they do compile.
It is incredible that such an important feature is unsupported and comments are ignored.