I just wrote that example to show how to use the TcpLink for a client socket. It's not really an end-user functional example.
The way I tested it to work was by registering it as a so-called ServerActor and run a server
And then launch the UDK like: udk server ExampleMap
Or, when starting the UDK as a normal client you could possible simply use the "summon" console command: summon TcpLinkExamples.TcpLinkClient