I am experimenting with gradient mesh example file located in the inkscape directory, but I have come across a hitch. The example file indicates that you take the four colors and interpolate them. I am assuming that I select all four colors and then interpolate them. However when I try to interpolate the colors nothing is happening. This occurs using the Oct 2 dev version and the stable version.
I have tried various settings in the interpolation dialog but as I said nothing is occurring.

What steps do I need to do in order for this to work properly?

you can only do the interpolation between 2 objects, so to get the coloured dots first interpolate style between 2 corner dots, then between the other 2 corners. Now you've got 2 "lines", pick the first dot from one line and first one from the other line and interpolate, do the same for second dots, third etc. That will get you the color grid you need to pick the colors from.

Ok so you do not select all four colors. That is what I was doing wrong. Ok