Weird, they should just work when you press the play icon?

FWIW the demo clips are mp3s (ie. the fx sound better on the actual unit) and show only a very limited scope of any given effect algorithm. You can get a better idea of the sounds and algo scopes from watching UT videos. As most of the fx are ports from the 'factor pedals, you can find quite a lot of demos by searching for videos for a particular 'factor pedal..

tbh I am still surprised how little sound demos there are regarding a "studio context" for the 'factor algorithms.. Most are guitar demos, with a handful of keyboard demos.. A H9 max fits quite well into a studio FX context as well!