As Stanislav explained this is because the sample websites with the SDK are ready made Sitefinty project that can be used as live websites and every Sitefinity project needs a license to run. The license determines what features of Sitefintiy will be available with the current license, for example standard edition doesn`t have site sync functional because it is only available in enterprise edition. To run the sample project you can stat a trial of Sitefinity and use the trial license to activate the samples.
When the blank page appears can you login to the backend of the sample by typing /sitefintiy after the url?
The asp development server loads lots of time because there is no database created for the sample all the sample content is created when you first start the project, all settings for creating pages, templates, news and other content is stored in Global.asax.
In App_Data/Sitefinity/Configuration/DataConfig.config there is a connection string to the SQL Express database created for the sample can you check if the database exist?
It should be available if you have SQL Server Express instance on the machine where testing the samples.
If SQL express is not present open the sample in Visual studio edit the DataConfig file to point to already created empty SQL Server database where to store the data. Here is a sample connection string that connects to TestSDK databse
"data source=velikov;Integrated Security=SSPI;initial catalog=TestSDK"
The project can`t load .NET assembly System.Web. It is used almost in every class of creating a control or other custom made addition to Sitefinity. I suppose you are having .NET 4.0 Runtime on the machine, open SitefinityWebApp in Visual Studio and expand references in solution explorer. Check if there is referencetoSystem.Web among all references, if not right click references and Add Reference. In the .Net tab search for System.Web. Then build the project (F6 in visual studio) and check if you get the same error.