Under *nix if your installation is setup such that the script mayavi is on the system wide path just run the executable mayavi anywhere. If not, change the current directory to the directory where MayaVi was installed and run:

% mayavi &

If you have an already saved MayaVi visualization in some file, say saved_viz.mv you can start MayaVi using that file like so:

% mayavi saved_viz.mv &

Under Windows visit the directory where MayaVi was installed and double click on the executable mayavi.pyw. If your installation went well this should start MayaVi.

If you have problems running MayaVi, consult the MayaVi home page and look at the Installation sections. You can also ask for help at the mailing list or ask the author.