I just downloaded the fpdf zip package.
Unzipped it into its own folder (fpdf/) in my website on localhost.
Inbuilt fonts in the fpdf package are in /fpdf/font/
I built the minimal example with this and saved it as testfpdf.php
<?php
require('fpdf/fpdf.php');
$pdf = new FPDF();
$pdf->AddPage();
$pdf->SetFont('Arial','B',16);
$pdf->Cell(40,10,'Hello World!');
$pdf->Output();
?>
I then called the example with
http://localhost/testfpdf.php and the "Hello World" example was built and displayed in my browser.
I then modified the last line of the test to
$pdf->Output('D','report.pdf',true);
called the testfpdpf.php file again, and the report.pdf file was downloaded.
So, it all works for me.
How did you install fpdf library?
Good luck,
Barry.