Maybe a simple question, but, when I have something like this cloned locally: https://github.com/mighty-digital/tap-apple-search-ads How do I then run the tap to see if it works?

You need to create a virtual environment and install the package, preferably in editable mode:

python3 -m venv venv
source venv/bin/activate
pip install -e .
tap-apple-search-adds --config config.json