I think you misunderstand how the engine (and other libraries as well) work. Those little .EXE files in the bin folder are supposed to be simple examples, just a little of what the engine is capable of. They're also tutorial projects that can be re-built with the documentation, so if you rebuild them in your IDE and re-compile you will know how to code those types of things.
To actually "make anything" you need two things (at least) that are *separate*, and this is true for ALL the engines, including Ogre, Crystal Space, and the others:
- You need a compiler, which is the software that actually builds the source code. Examples are MinGW (used by UFO: AI), Microsoft MSVC, Borland C++, etc.
- You need an IDE, which is a program that edits the source code files, organizes them on-screen, working a little bit like MS word or Notepad but with many additional features meant specifically for source code C and C++ files. The IDE is what tells the compiler the right commands at the command line for you to build the final EXE program. (or DLL, or whatever you're making.) UFO:AI uses Codeblocks or Eclipse for this on Windows. Microsoft makes their own, some versions are free, and others exist, some of which are free and some even open source.
Think of it this way: You are building a large house. The IDE and compiler are your tools (hammers, saws, drills, etc.) The engine is your raw materials and supplies that will make up the house (wood, metal, glass...)
All these things combined are needed to build the program. The engine by itself is just a library of source code mostly. Without the IDE and compiler you can't do too much with it, like have a huge pile of wood without the tools to make the house out of it.
The compiler and IDE, without any libraries, doesn't have anything to work with and can't just build a program out of nothing.
So it sounds like actually, yes, the Irrlicht engine examples DO run for you, you just don't have the programming tools to do anything with the engine. To say "I can't even get it to run" is senseless, blind, and deep in misunderstanding of how a 3D graphics engine works.
Ogre and the others are even worse and more difficult, because Irrlicht has a built-in collision/gravity system for models and maps, a built in GUI system, etc. With the others you need to get those things separate from other places. (Physics engine, audio/sound engine, collision engine, network library, etc.)
If you were hoping for a "universal level editor" software utility that builds a game from scratch, those don't really exist, at least none that work very good (I know, I've looked extensively.)
Nearly all the programming engines and libraries work like this.
To use any of them you *WILL* end up staring at lines of code on your screen, in some programming code language.
As a final note, game creation is very complex and takes a lot of work, even for a simple game. There isn't any "easy way out" of all that work, or any way around it. Now do you see why people can take over a year for making a dumb little 2D game?