Once you've installed and enabled the screensaver—and stepped away long enough for the screensaver to show up—you'll see RSS items show up on the world map in little balloons indicating the origin of the news story. You can customize the items that show up by creating a free account and choosing feeds or tags to display—or add any of your own feeds.
MappedUp is a free download for Windows or Mac OS X only. If you want to learn something instead of reading the news, you can always use Wikipedia as your screensaver instead.