The example is is available inline in the same PPP example code provided in the library documentation. But check the documentation installed with the SDK. The documentation files on the website are not updated with new SDK’s.
It is pretty simple, instead of sending AT commands that you used to send to the modem. You need to send the keyword “CLIENT” and Windows will reply “SERVER”. After this point it is 100% PPP communication.
But of course you need to set the PC to receive connections through serial port: http://support.microsoft.com/kb/305621