Game Maker 5.x and below will only be able to run GMD examples. Game Maker 6.x will be able to run GM6 and most GMD examples. Game Maker 7.x will be able to run GMK, GM6 and some GMD examples.
For more examples, check out the Websites page.
GM6 2D in 3D Example by NAL and Ben Smith
GMK 3D Third Person Car by NAL
GMK Fake 3D - Top-Down Pyramids by NAL
GM6 Heads-Up Display by NAL
GM6 Message Box Editing by NAL
GM6 Shooting Reload Time by NAL