Did you receive any error message while starting ArcReader? Kindly provide a few more details about the issue you are facing. Screenshot of the error, if any, would be appreciated.
About Starting ArcReader
Hope you have installed it properly. Normally, an ArcGIS Product Setup extracts , extracts the setup folder first, then it proceeds to installation of the software (if checked). Else it has to be manually installed from the extracted folder.
Installation starts automatically if "Launch the Setup Program" is checked.
If it isn't, go to the extracted folder to install it manually.
After installation, Open the ArcReader from Start menu.
Once the application is started, you can open a PMF file that was published using Publisher extension of ArcMap.
Think Location