It depends if your using QV9 or an older version.
To make a simple test on your pc during development, you can goto Tools, Object Clients Page Generator. This allows you to view how your project would look in ajax.
When your ready to allow others to use the page, you'll need the qlikview server program (& licence).
Richy - what we do is generate the AJAX ZFC code and then put it in a virtual directory in IIS on the same server that QlikView is running on. We have a directory named ZFC and then subdirectories for each generated AJAX application. You'll have to regenerate the AJAX code whenever you make a change to your QVW so that it gets reflected (depending on the change).
What Steve said.
Also, when generating your pages you want them placed in a folder that IIS reaches and then QVP link at the bottom in the generation dialog needs to be reachable by the QVS. Easiest approach is to copy paste that link into a browser before generating just to see that the document is opened up in the plugin.
In QVS 9 there's no need to pre-generate (unless certain conditions apply) the ZFP as it will be done on the fly when accessing the document using the ZFC.