I posted about this is a few other threads related to the topic. The last version of CUDA that included the OpenCL samples is 4.2, I believe. If you download that version, you should be able to compile the examples fine. What happened is that NVIDIA hasn’t bothered to update the samples since then, and has changed the folder structure in the later versions of the CUDA toolkit, so the OpenCL samples tend to be broken.
And yes, the samples available in that website are missing the files you reference. However, the 4.2 version of CUDA is not missing them, so try that first. You should be able to get them working under the latest CUDA 5.5 or 6.0 provided you fiddle with the makefile paths and such.
As far as NVIDIA support for OpenCL… they don’t advertise it much and they haven’t moved past v1.1, most likely because they’re just focused on CUDA.