Hi,
I think you may have not imported packages properly.
-- Mecanim actions can be found in the "action browser" like any other playmaker actions ( under the "Animator" category or by searching for "animator")
-- to access the demos you need both the demo package AND the Unity demo package, both are linked on the wiki page, do you have both?
Also, if you are using 4.3, be aware that Mecanim has changed a lot and that we are currently working in updating the packages and custom action to comply with the new Mecanim features and changes.
Bye,
Jean