When you get the receive demo working if you point a remote at your receiver and press a button on the remote, then you should see some output on the serial monitor.
If you can't get it working, or don't understand the output then come back and post your questions here.
If it's working okay and you understand the output, then the next step would be to use the transmit example, configured to send one of the codes you received and check that your Arduino can successfully send a code to your remotely controlled device.
When you've got that working, you will be in a position to think about how to combine the two to make a universal learning remote. Or you could just manually record (write down) the codes you want your home made remote to send so as your remote can emulate your existing remote(s). Maybe it doesn't need to have a learning mode