Some examples are included as "integration tests" in the Drools source code - specifically the drools-compiler module. On top of these, you can download the drools-examples module; which is a self contained Eclipse project. This module is always having more samples added to it by users. The example project in eclipse requires that you have the plugin instilled: load up the drools-examples project (it has an eclipse project already setup). The rules all have example classes that execute the rules. If you want to try the examples in another project (or another IDE) then you will need to setup the dependencies by hand of course.
The examples can be found at http://anonsvn.labs.jboss.com/labs/jbossrules/trunk/drools-examples/ (you can browse online, or use a subversion client and download the project into Eclipse
Future documentation will include walk throughs for each of the examples.