The code for that example is available in $QTDIR/tools/designer/examples/filechooser/. To make it work on my system I had to add CONFIG += thread to plugin.pro file, Q_OBJECT macro to CustomWidgetPlugin class and a proper path to Qt Designer (note that if you add /some/path/plugins to "Plugin Paths" in Qt Designer, it will look for the plugin in /some/path/plugins/designer). Also try running Qt Designer from the console --- it might output some message explaining what's wrong.
It's only relevant on windows where you have to export classes explicitly. Ask Google about __declspec(dllimport) and __declspec(dllexport).
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