No, you have it on your PC (But I see you've figured it out yourself, well done.)

That's weird. Yes it takes some time after the first start to set up. Maybe you weren't patient enough and it was still downloading the map around you. I remember when I was setting up one device after a reflash, I started the Maps app, put the phone on the window sill and went to give the kids a bath. Half an hour later, it was all set up, with my street proudly on the screen

I agree it's not obvious. I guess Nokia engineers never imagined somebody would try downloading maps without running the app first.