Liz, I don't see them in Documents\HorizonLink but I was able to find the files on the computer here:
C:\Program Files\Janome\HorizonLink\Sample\Embroidery Designs
with various folders underneath (such as 01_Favorite Designs and so on) with design files inside the folders.
Keep in mind that you should copy the file and move it to another directory so you don't overwrite the original. Hope this helps.