Hello Irma,
Could you check your error.log file? It is probably going to be located in /usr/share/aolserver4/dotlrn/log/error.log that may give us some insight into what is wrong.
Also, if you are putting the examples under the www directory of the dotlrn package I believe you should try something like:
http://localhost:8000/dotlrn/connection
And do not worry those initial examples are OK if you put them under the general www directory (actually it is ok to put them anywhere as long as you know the path to get to them.)