Do you just want to run the example as-is? If so and you can run the demo fine then all you need to do is clone the depthai-experiments repo and invoke python to run that script. The following was done in my windows terminal but will apply generally to any terminal:
(depthai) PS C:\Users\User\code> git clone https://github.com/luxonis/depthai-experiments.git
Cloning into 'depthai-experiments'...
...
(depthai) PS C:\Users\User\code> cd .\depthai-experiments\gen2-age-gender\
(depthai) PS C:\Users\User\code\depthai-experiments\gen2-age-gender> pip install -r requirements.txt
Looking in indexes: https://pypi.org/simple, https://pypi.ngc.nvidia.com
...
(depthai) PS C:\Users\User\code\depthai-experiments\gen2-age-gender> python main.py
Downloading C:\Users\User\.cache\blobconverter\face-detection-retail-0004_openvino_2022.1_6shave.blob...
[==================================================]
Done
Downloading C:\Users\User\.cache\blobconverter\age-gender-recognition-retail-0013_openvino_2022.1_6shave.blob...
[==================================================]
Done
If you want to train your own models to use or modify the example to do something else, then that is a different ballgame, but still completely doable for a motivated novice.