Yeah, it's an academic dishonesty thing. Copyright/ownership is a separate issue. If you get caught with someone else's tests/labs/assignments/whatever, you can get a write-up for academic dishonesty. It will not go on your transcript until the second offense, so although anyone within the university would know about the first offense, employers & whatnot wouldn't. You usually won't get written up for just HAVING someone's tests/labs/assignments, because it's a ton of work and a ton of paperwork is involved. If you're copying though, and they catch you, you will get written up. Even if they don't write you up, they can confiscate it and track down the person who sold it to you.
For tests, the issue is if it's being done without the prof's knowledge--they could very well use the same test questions over, because they haven't been released and should not be public domain...in reality, there are definitely old tests out there that shouldn't be, but that is how having an old test is considered 'cheating'.
For labs and assignments, you could have the same questions as previous years, or the same questions with numbers changed (if it is a numeric question), and then end up copying (either directly or copying the main ideas and rewording it, without doing any actual work yourself). This is academic dishonesty. If you have it and are using it, chances are it's similar enough that it is cheating, there's no way it's just a study guide--it's like having a solutions manual in front of you that you're looking at, but claiming you're doing the questions yourself.
For notes, I don't think that is actually academic dishonesty--your notes are your own. It could be an issue if you're selling the prof's notes that they posted online (many specify they're only for the use of the people enrolled in that course/section), but as long as they are your own notes, i don't think there's an academic dishonesty issue. For me, it's more that I worked hard on that, and I'm not willing to sell it...I honestly don't understand why people would want to sell or buy notes.