Buy license or use Demo mode

First of all - you do need to have a license in order to use CKFinder:

(...)you may not use CKFinder in "demo mode" for commercial purposes. CKFinder shall be used only for evaluation purposes and may not be used or disclosed for any other purposes(...)

(see license for more details, also in "demo mode" product support is not offered).

You may be wondering why we didn't reduce the number of available features to force people to buy a license - the answer is simple: our intention was to offer you a full version of this software so that you could install it and try all it's features before you purchase it. This way you know exactly what are you buying.
At the very beginning, CKFinder was distributed without server side source files, however this wasn't very comfortable for many people that wanted to extend the CKFinder engine or that just wanted to be sure they are installing a safe software (after all file manager is a kind of application which if written poorly, may be very dangerous). So, after considering every pros and cons, you can now download the full version of CKFinder with the source files of the server connectors and make a decision whether you like it or not before purchasing it.

I'm glad I could help

CKEditor does not contain any file manager yet, server side intergation will be implemented a bit later.
However an appropiate patch is already waiting for a review and one of the features that this patch offers is the integration of CKFinder with CKEditor (things will work in a similar way like in FCKeditor - the built-in file browser will be very light and simple and there will be a possibility to attach CKFinder to CKEditor instead of the default, a bit limited file browser).