I use cvs gretl updated taday at noon on debian/jassie
What I have done to all textbooks datafiles and scripts worked properly from menu:
1 moved directories as shown

2 created >POE4data (as shown) and moved gdt files from /data to /POE4data
3 copied gdt files from data/stock_watson to /data and erased empty data/stock_watson
4 untared stock_watson_scripts.zip and POE4_scripts.zip to get stock_watson (yes)
and POE4_scripts
Proposal: make different names for SW data and scripts directories inside gretl site archives
Make unpacking behavior the same for all textbooks data
Change reading directory for sample data files  from  /gretl to /gretl/data