Thank you for the reply.
Originally, I did not do that folder rearranging because of what I read here: Windows SDK Demo dosn't work - #4 by Michael_Condon
Michael_Condon writes " No need to move files over from the C++ SDK."
But I did try to follow the instructions today and it just leads to numerous errors when building the project. So it does seem that those instructions are indeed outdated.
With the project as downloaded, it builds and runs fine, just no OnAuthenticationReturn callback.