I assume you have the theme installed ok? It's a separate package on gitorious.
Note that we have some more widgetsgallery (etc) packages up on extras-devel for maemo5. Unfortunately, we put in the wrong 'Section' for meegotouch-demos-widgetsgallery, but you should be able to install it just fine from the command line. I expect we'll have the Section fixed tomorrow and so the Application Manager will notice it and set the 'update' icon flashing for people who have the previous version installed.