To get up and running fast, you can use the Blocks project that already comes with AirSim. This is not very highly detailed environment to keep the repo size reasonable but we use it for various testing all the times and it is the easiest way to get your feet wet in this strange land.
Follow these quick steps.
If you want to setup photo-realistic high quality environments, then you will need to create your own Unreal project. This is little bit more involved but worthwhile!
Follow this step-by-step guide.
To see how you can change and test AirSim code, please read our recommended development workflow.