Freeciv is a client/server system. But in most cases you don't have to worry about this; the server is run automatically for you when you start a new game. So unless you're using one of the older Freeciv client programs all you have to do is run the client. Do this by double-clicking on the civclient executable program or by typing civclient in a terminal. Once the client starts, select start new game. Now edit your game settings (the defaults should be fine for a beginner-level single-player game) and press the start button.