Hi Victor, below your example of using Tileindex but better you first look the mapserver site (very clear) and after you can ask on mapserver list. Here this question is OT. :-) Anyway all of us started someway.
LAYER NAME "ctr" GROUP "cartografia" STATUS ON TILEINDEX "/var/www/pmapper-1.1.1/dati/ctr" TILEITEM "Location" TYPE RASTER MAXSCALE 25000 MINSCALE 3003 METADATA "DESCRIPTION" "CTR 1:10.000 / Fotogrammetrico 1:2000" END CLASS NAME "Carta CTR 1:10.000 © Regione Lombardia" TEMPLATE void END END Look on mapserver documentation how to build a tileindex of raster with gdaltindex luca -- luca marletta