There is no implementation of the Lockable Door described in the presentation, it was for illustrative purposes only. The overview presentations are necessarily abstract because the framework and the utilities exist in more than one language. Have a look at the StopWatch demo for an example of how and where to configure and inject your StateMachine. Note that it has not been updated to make use of entry and exit guards. It's just simple transitioning between states.
A recent article on using the StateMachine from Joel Hooks:http://joelhooks.com/2009/05/18/piping-the-machine-puremvc-multicore-with-pipes-and-the-finite-state-machine-fsm/
You can also have a look at the original source code for the Sea of Arrows site here:http://seaofarrows.com/srcview
It's all been abstracted to a library and the visualization module refined so it's not exactly what's running now, but the StateMachine stuff is in the Shell package, and is just as described in the Getting in the Groove presentation on PureMVC TV.