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AMMAP is browser-based. Find the "Examples" folder. Open one of teh sub-folders (try "drill-down"). Open the index.html in a browser and it should work for you.
Did you transfer all the files/folders or just the examples folder? Did you install ammap.swf file? It's in the top-;level ammap folder and it is the engine that makes everything work. That message usually indicates a link to a file is not correct or a file is missing. If you still are not sure what is wrong, email me the link to your .../ammap/examples/drill_down/index.html file and I will see if I can help you. email@example.com
This was taken care of via email. It seems the problem was with the initial FTP upload.
See the "getting Started sction of the documentation site: http://www.ammap.com/docs/
As for how to get started...you should be able to open the index.html file found in examples/_countries/argentine folder to display the map of agrentina. You can customize the names, data, etc. by editing the ammap_data.xml file in the argentina folder. Same with the general settings in the ammap_settings.xml file.