I was able to the complete the step of creating the stub in the tutorial by doing the following:
C:\axis2-1.6.2\samples\quickstart>set CLASSPATH=%CLASSPATH%;C:\axis2-1.6.2\samples\quickstart\build\classes;
C:\axis2-1.6.2\samples\quickstart>%AXIS2_HOME%\bin\java2wsdl -cp . -cn samples.quickstart.service.pojo.StockQuoteService -of StockQuoteService.wsdl
C:\axis2-1.6.2\samples\quickstart>%AXIS2_HOME%\bin\WSDL2Java -uri StockQuoteService.wsdl -p org.apache.axis2.StockQuoteService.wsdl -d adb -s
The root cause was the file didn't exist, and my CLASSPATH wasn't set.
Hope this helps someone else.