The textures are included with the "Project Source Files" download located in the Course Files tab of the course home page: https://cgcookie.com/course/shading-fundamentals-in-cycles/
Couldn't find them either, so I saved them out from the blend file. It worked.
Kent Trammell
replied
Ah ok, I think the confusion is that the textures are packed into the .blend file. You can save out the textures externally if you want like Balazs suggested or you can unpack them by going to File > External Data > Unpack all into files
"Unpack all into files" isn't doing anything. I load up fundamentals-texturing_shader-orb.blend and select unpack and I get an error that says "No packed files to unpack" It happens whether the orb thing is selected or not.