When you turn on reciever these files are created automattialy. The script works fine on my n900. Tested 1.4.0 on my n900 and works with sudo gainroot too.
Nokia-N900:/sys/class/i2c-adapter/i2c-3/3-0022# fmtx_client -p1 Usage: ------ -f<uint> Set frequency (in kHz) -s<string> Set RDS station name -t<string> Set RDS info text -p<uint> Turn fmtx on (1) or off (0) Current settings (Frequencies in kHz): -------------------------------------- version=1 frequency=107500 freq_min=76000 freq_max=107900 freq_step=100 state=enabled rds_ps=Nokia rds_text= Nokia-N900:/sys/class/i2c-adapter/i2c-3/3-0022# ls bus modalias name power subsystem uevent