You probably have RSLogix 5000 Lite or Mini Edition which do not support the ControlLogix controllers. They only support CompactLogix and FlexLogix controllers. You need Standard, Full or Professional Edition to work with the ControlLogix.
You can have the sample project converted to CompactLogix, but that sample uses SFC (Sequential Function Chart). If you only have Lite, Mini, or even Standard Edition, SFC does not come as standard. It's only included with Full or Professional Edition. It is available for purchase as an add-on option though. Unless you already have that installed, converting this sample project will be of little use to you.
Some info...
41622 - RSLogix 5000: Support for the ControlLogix Family controller is not installed.
Access Level: TechConnect
25818 - RSLogix 5000 SFC General Overview
Access Level: TechConnect
EDIT: Sorry, I just saw your screenshot of installed components. You're good to go for a conversion!
Regards,
George