There is no example directory, however under examples, there is a Digispark directory, but there is no USB2LCD under that directory.
I eventually found it under
libraries/DigisparkUSB/examples/DIGIUSB2LCD
Never thought to look for example code under libraries.
Especially as there are already two other "examples" directories.
"Digispark - Example Programs"
and
examples/Digispark