These samples, as most samples, are focused on a specific problem, or a set of, in an oversimplified way.
All the code in these samples is not intended to be in any way production code and is not intended to be a definitive solution, nor the best neither the correct one, to a problem.
All these samples are under constant evolution and are all thought to be used during talks at conferences or at least during courses, this is the main reason of their oversimplification.
MSMQ Installed and configured. Manually install MSMQ from Windows Features, do not install Active Directory integration.
The easiest way to ensure MSMQ is correctl configured is to download the Particular Platform installer (http://www.particular.net/downloads) and install at least NServiceBus binaries that ensures that your machine is correctly configured to run MSMQ.