I have installed OSGeo live 7 - Xubuntu I made a nice map using qgis and I have exported the project using RT mapserver exporter. So I created a *.map file in home/user/documents/
How can I load this *.map file to localhost?
Have you read the quickstart for mapserver? It is on the live dvd and also here: http://live.osgeo.org/en/quickstart/mapserver_quickstart.html
You could for example use a wms request (adjust projectionllayers and bounding box to your map)
http://localhost/cgi-bin/mapserv?map=/home/user/documents/yourmap.map&SERVICE=WMS&REQUEST=Getmap&VERSION=1.1.1&LAYERS=Admin%20Countries,Lakes&SRS=EPSG:4326&BBOX=-137,29,-53,88&FORMAT=PNG&WIDTH=800&HEIGHT=600