OK, I got the tutorial to work. It is playing something...gack! I'm not sure each sound is exactly as it should be. There is no visual interface to speak of, just a blank screen. Ah-hah! You are supposed to play QWERT keys to get the various sounds. Yep. They all work.
Steps I took (there is probably a simpler way):
1) Download the complete Slick.zip. From within (slick/testdata/...) I copied the audio data files listed in the SoundExample program into a folder in the Eclipse project which I also named "testdata".
I had set up my project with a package named "lwjglTutorials" and put the tutorial class source file there. Setting the required testdata folder at src/lwgjlTutorials/testdata did NOT work. However, the program was able to find the resources when I changed the location to "src/testdata". (Have to look at the API for ResourceLoader() to find out exactly what is expected here.)
2) I linked as an "external jar" the following jars, all which can be found in either the Slick/lib or slick-util/lib folder:
Earlier I had linked lwjgl.jar and slick-util.jar.
That's a lot to do--perhaps there was a simpler way to set this up without requiring all the additional steps.
Hope that gets you rolling. If not, I'm happy to try and help further.