Yes, due to the way the example programs projects are generated, you must import them in your workspace, without copying them. If you really want to copy them in your workspace, then copy the whole firmware tree in your workspace, then import the example project you need.
Regarding your last error it’s a known bug in the IDE on which we are working and that should be corrected in a forthcoming release.
However there is a very simple workaround: you just have to right-click on your project in the project explorer pane and then select Refresh...; then you will be able to debug your program.
Sorry for the inconvenience,