I am wanting to link to a local copy of the javascript API that I have downloaded and I dont really know where to start. Any help would be much appreciated.
Unzip the SDK and follow the instructions in arcgis_js_api/library/install.htm.
To avoid confusion: The installation document is in the arcgis_js_v21_api.zip archive not the arcgis_js_v21_sdk.zip. Look in the folder, Derek mentioned. 🙂