ravishanakrp,
The issue seems to be with Internet Explorer 11 version. I have filed a bug report for the dev team to look into this issue.
Can you please try installing Internet Explorer 10 and check whether the links in Examples on Demand works ?
Alternatively, click on Window > Open Perspective > Other > CVS Repository Exploring. This will open the CVS Repository window . Expand MyEclipse Example > Head. Right click on any example project and click on [Check Out]. This will check out the project to your project explorer. Please read README.txt.
Sorry for the inconvenience caused.