At first check http://prntscr.com/gptw4g and make sure that you installed all require plugins, then go to Theme Options > Import/Export > Dummy Content and select Base content to import posts, projects and simple menu. Press install Base Content button.
Feel free to ask if you have any other questions.
It was not clear that to install other demos you must first install “base” dummy content, then after that you have the ability to choose from the other demos which you’d like. It would be good to add this to your documentation.