The source code contains everything that is needed to build and run each part, of each tutorial. It includes all the assets (data, music, sound, etc) that are needed.
One could work through the tutorials on the site, and copy the code from there in your own project, but you may find it much harder to work with than having the complete source available, that can be built and run using cmake.
SDL2 Shooter 3 is a great example of where having access to the complete source is a boon, as that tutorial is massive!