Version 4.0 missing datastore.js

I just download the last version and I try to find the file datastore.js to do this sample docs.dhtmlx.com/datastore__initialization.html….

Where can I find this file ?

You can use dhtmlx.js - that includes ALL files that you may need.
Or, you can take separate js files from source folder (sources/dhtmlxDataStore/codebase)

Please beware that DataStore is included only in pro version of dhtmlx suite.