I've always assumed that the VB6 help was just deficient in that few (or no) examples were included. But it does have the link for Example in the help, it's just greyed out and not accessible.
Then I thought "maybe there's just something extra in the MSDN that needs to be installed".
Any ideas?
I don't think there's anything you can do; the 'greyed out' Example links indicate there's no example.
Assuming you've installed the latest VB6 compatible MSDN, from Oct 2001.
I have the last VB6-compatible version of the MSDN library installed (yes, it is the October 2001 edition) and I see plenty of working Example links. I also see quite a few disabled links. Based upon my quick perusal of the VB Language Reference, I'd say about half have examples and half don't. I take it you're seeing a lot less than that? Some areas are covered better than others and some stuff is simple enough that it doesn't require an example (e.g., simple properties and events whose meaning are obvious).
Have you tried reinstalling the library? You can still get the October 2001 edition from MSDN subscriber downloads if you have an account or know someone who does (MS has no problem with people sharing the MSDN Library).