To start working immediately, you should unpack dhtmlx_std_full.zip (dhtmlx_pro_full.zip) archive in the place from where you are going to load scripts (Note: the folder must be available through web-server, otherwise some functionality will not be able to work). In any case, you are creating a web-application, so a web-server involvement is mandatory.
Except script file, archive contains styles file and all necessary images. So, let's unpack it in /codebase for example. The structure looks approximately as follows:
[codebase] [imgs] dhtmlx.js dhtmlx.css index.html
The last file indicates where we will create the interface of the application and make it work.