For subroutine examples I usually look at the ones in the example problems and verification problems included in the documentations. Often I can find what I need demonstrated somewhere in there.
As far as linking with CAE, I've tried this as well. Somewhere in the job creation or edit window you can specify the subroutine directory. This didn't work for me, but I don't believe I have the necessary fortran compilers on my desktop. I ended up going back to the Unix servers and running from the command prompt.