gm = importGeometry("Torus.stl");
pdegplot(gm)
The examples are using files included in the Partial Differential Equation Toolbox™. To run them on local machine, you'll have to have that toolbox installed -- which means will need a license for it, (or, perhaps, for purpose of simply the examples/learning, you may be able to download a trial copy; I've not checked to see).
