For those of you who have used WSE 2.0 or all of the pre-RTM bits of WSE 3.0, we are used to having a folder with the sample certificates inside of the WSE 3.0 program folder. Not finding this with the RTM bits, I did find out where the certs were in the MSDN forums. Mark Fussell says:

The sample certificates were removed from the product and replaced with a setup.bat file in the \Samples directory. This setup file uses MakeCert.exe to generate named certificates, installs them into the correct certificate stores and set the appropriate priviledges when run. This was done to ease the installation on the samples and enable you to get started with the samples sooner

If you want to install certificates by manually you can follow the instructions either in the readme.htm in the samples directory or at the end of the Hands on labs. You can use MakeCert.exe to generate the same certificates as used to be shipped in WSE 2.0.

Now that I know where to look, I see that this information is in the readme document in the samples folder.