That should work, and you shouldn't need to configure anything in Analytics. You will not see the events appear in the Analytics account immediately. I'd give it 24-48 hours to start showing up.

All clicks should be tracked from when you install the code. It may show up under Top Content, or you could filter visited pages by a partial URL.

Because of the delay inherent to Analytics, it's not uncommon to second-guess yourself when you try a new tracking technique. It's important to follow up and confirm the events are registering.

Edit: More info regarding _trackPageview vs _trackEvent...

_trackPageview: Google Analytics' _trackPageview is a function for use on ga.js tracked sites that allows you to track events on your site that do not generate a pageview.

_trackEvent: Event Tracking is a method available in the ga.js tracking code that you can use to record user interaction with website elements, such as a Flash-driven menu system.

My suggestion is that if you have a number of different downloadable files that you want to track, look into _trackEvent. If you only have one or two files to track, _trackPageview is definitely suitable. My thought is that when you have a larger number of files to track, _trackEvent will let you track by category (file download), action (hyperlink click), and label (map), which may be more useful if you're interested in downloads as a whole.

_trackEvent is also ad hoc in that whatever you code you write should auto-generate the corresponding report items without any configuration in Google Analytics.

More info (above quotes taken from these pages):

_trackPageview: http://support.google.com/googleanalytics/bin/answer.py?hl=en&answer=55597

_trackEvent: https://developers.google.com/analytics/devguides/collection/gajs/eventTrackerGuide