A music example/figure is a quotation, so you must format and cite the example correctly. Turabian terminology uses "figure" instead of "example." You can insert a music figure into your paper by photocopying from a score, or using Finale, Sibelius, or other score-writing programs.
Figure 7. Johann Sebastian Bach, Adagio from Toccata, Adagio, and Fugue in C Major, BWV 564, mm. 26-31.5
Insert a superscript at the end of your music example title and supply a corresponding footnote. The footnote gives publication information about the score you used for your example.
The note for the above example is:
5. Johann Sebastian Bach, Bach-Gesellschaft Ausgabe, vol. 15, Drei Toccaten für Orgel, ed. Wilhelm Rush (Breitkopf und Härtel, 1867): 258.