First;
bean-validator-4.0.0.Alpha3.jar
includes com.sun.jdmk.security.sasl.Provider class and also com.sun.jdmk.* package context.
Also open-dmk downloads have this class(com.sun.jdmk.security.sasl.Provider).
Second;
On Oracle's documentation explained as;
These tutorials are based on the example programs shipped with the
Java DMK. Each example is a set of Java source code files in a
separate subdirectory. The following table gives the location of the
main examples directory:
But I think this documentation(it seems same as which you are reading) is not up to date. Maybe documentation was moved from old sun's java site and not updated. After Java DMK sources opened as open source Open DMK, It seems example directories not published or shipped with Open DMK.