Declaration: I'm a complete newbie to the GXT/GWT world. My expertise is in a completely different area of IT so please be gentle.
For the last 18 months I have been architecting a set of applications written in Java. Now it is time to look at the UI and hence that is why I'm looking at GXT - pure Java. Originally I liked to Portal concept but as soon as I saw the Desktop example I knew that it would the best solution.
I'm almost certain the demo comes in WAR form so you can just drop it into your servlet container and it should just magically work. Trying to build it and get it running yourself might prove to be a little frustrating.
The entire source code for the examples app and the desktop app are present in the GXT download zip, in the examples-src/ directory. There is no project setup in there though, only the Java files, the .gwt.xml files, and the image/css/html files needed to build the app, leaving you to setup the project in whatever IDE you wish.
Can you name some classes that are missing? Are they GWT related? Are you sure they are needed for the desktop example as opposed to the explorer?
All jars that are necessary to run the war file are included inside the war file, in WEB-INF/lib/, where they belong - if you are missing one of those specifically, you may be able to get it from there.
The only dependencies I can think of that com.sencha.gxt.desktop.* and com.sencha.gxt.desktopapp.* would have are Guice 3.0 and Gin 1.5.0, dependency injection tools for GWT. Those both appear to be in the war file.
There isn't presently a dummies guide, as these are not full applications, but demonstrations of what can be done. The code is there to review, but isn't really designed to be run.
What have you tried? What error messages do you get?
Start with pulling out the two packages I mentioned (and their module files) into their own project, and add the required jars (gwt, gxt, gin, guice). Add an html file. Try to compile/debug that - what happens?
This isn't meant to be tricky, but these also aren't really meant as starter projects - the desktop is built to all work internally, no connection to any server, etc. All data is saved locally if the browser supports it, and I'm not sure it is async enough to be adapted into a production app talking to a server. It is meant to be a demonstration of concepts, not a starting point.