New Post: No docs? No test dir? What am I missing?

You're right stating currently there's no artifact containing the tests available directly on the Downloads page.
However, you can easily download the full sources of a given release using the following procedure:

1. Navigate to the Downloads page.
2. Click the desired version in the OTHER DOWNLOADS panel.
3. Click the link next to the "Change Set" label (eg. 35216 for the 2014.4.6-beta1 release).
4. Click the Download button.
   

This will be automatically generate a zip file containing all the sources of the release you selected.

As for the doc remark:
There's a "SshNet Help" artifact available on the Downloads page.
This is a HTML Help file containing the API docs.
These docs also include small examples.

Can you provide the full stack trace for the error you received ?