Hi -
You will need a web server to run the files you create. If you have a website simply upload your file to your web server and execute within your web browser. (eg) yoursite . com/yourfile
I enjoy the learing of new things you can do along the way but understand that AJAX is not really a new programming language, but a new way to use existing standards such as:
•HTML / XHTML
•CSS
•JavaScript / DOM
I employ some ajax on my web sites. Mostly on pages that require fast and dynamic updates. AJAX is great for exchanging data with a server, and updating parts of a web page - without the brower reloading the whole page.
Happy coding..