Some of the Mapbuilder demos depend on having GeoServer installed as a transactional Web Feature Server (WFS). Please refer to it's installation documentation for how to install it, but it can be installed in the same servlet container as Mapbuilder.
Being based on standards, other OGC web services can be used as data sources in a local installation, including Open source projects Mapserver and Deegree, as well as various commercial implementations of the OGC web service specifications.