The SDK examples are mostly for nRF51 DK and nRF52 DK, not for the nRF51 Dongle. However, many of the examples can also be used with the nRF51 Dongle (pca10031), if you make a few adjustments, and start off with the example for the nRF51 DK (pca10028).
The nRF51 Dongle is a different board, with different GPIO's connected to buttons/LED's etc. The SDK uses the Board support package (BSP) to abstract away the differences in boards. If you adjust the Makefile or project so that you replace any references to BOARD_PCA10028 with BOARD_PCA10031 the BSP will use the correct header file, defining the right GPIO's for buttons (non on the dongle, except for the reset button connected to the interface MCU), LED's etc.
