To set yourself up in a mode similar to that you used for the exercises,
winzip95.exe;xslj,
jadew and ddocs.You should then be in shape to run the examples and forge ahead with your own explorations.
http://www.sil.org/sgml/sgml.html,
but that page has disappeared. For the historically
inclined, you can find a snapshot from 1997 on the Wayback machine, and a later (final?) snapshot at Robin Cover's SGML page