To run an individual example firstly cd into the example directory and run
mvn verify
Most examples offer a way to start them without creating and starting the server (say if you want to do it manually)
mvn verify -PnoServer
If you are running against an un released version, i.e. from master branch, you will have to run mvn install on the root pom.xml and the example/activemq-jms-examples-common/pom.xml first.
If you want to run all the examples (except those that need to be run standalone) you can run mvn verify -Pexamples in the examples directory but before you do you will need to up the memory used by running:
export MAVEN_OPTS="-Xmx1024m -XX:MaxPermSize=256m"
If you are trying to copy the examples somewhere else and modifying them. Consider asking Maven to explicitly list all the dependencies:
# if trying to modify the 'topic' example: cd examples/jms/topic && mvn dependency:list