The story of King Bruce is a very GOOD example of this saying. He lost a battle and his enemies took his kingdom. The king wanted to fight the enemies and organized a very large army. He fight against his enemies and lost. This happened EIGHT times and the eighth time he lost very heavily and so he was HIDING in a cave. He was very dejected and disheartened and then he saw a SPIDER trying to build a web. The spider could not link the web at a particular point and he tried many number of times and finally built it successfully. On looking at this, the king thought, “If a spider can try so many times, I can also do it". He immediately started organizing an empire and finally he won. 


Even in Science inventions and discoveries do not happen overnight. Thomas Alva Edison was a very great inventor and he tried more than thousand times to make a filament bulb. On knowing this a reporter asked him whether Edison wasted his times in his efforts. Edison said, “No I just FOUND thousand ways in which I could not make the filament bulb." 
Hope it will help u