Did you follow the instructions for instaling? http://book.pivotx.net/page/1-2
Especially the part of setting the file rights?
After that you logged in for the first time to set up the first user (and a lot of other things)? Use http://www.yoururl/pivotx
If it still doesn't work please post what version you are using and possibly a link to your site.
Quality is in the detail of things............