Change the paths in the .cfg files to point to appreciate location, and then xset +fp /path/to/fonts that come with OGRE.
The samples don't include media, you need to get those from OGRE mercurial repo yourself(or from the source package) that also includes the fonts.
The samples don't include media, you need to get those from OGRE mercurial repo yourself(or from the source package) that also includes the fonts.