Think it might be Mac only. I click the 'Download the application' link and it auto runs and opens the tracker file and map. This is of course on my Mac which I am a complete numpty on but far more reliable than a PC
for iPhone 4, iPad, or iPod touch (4th generation) running iOS 4.2
I have Find my Phone enabled on my older Touch (3rd generation) but you need a MobileMe account for that to work. Don't think you need that for the iPhone 4 app.