The PiTFT requires kernel support and a couple other things to make it a nice stand-alone display. We have a detailed step-by-step setup for hackers who want to tweak, customize or understand the PiTFT setup. If you just want to get going, check out the ready to go image!
Check out the prerequisite guide to manually install the tools for the PiTFT. There's also a helpful FAQ for things like switching between the PiTFT and an HDMI Monitor.