Several questions there:
- For the data to be saved, you have to Save the workout at the end. When you finish the workout and tap the stop button, you get a summary. Scroll to the bottom (use the digital crown, or swipe the watch screen), and tap the Save button.
- Your workout information will now be synced to the Activity app on the iPhone for you to see a summary. All the detail is synced to the Health app on the phone
- Your average heart rate during the workout is part of the information synced to the phone Activity app; the individual heart rate measurements can be found in the health app
- The only way to get a map of the run at present is to use a 3rd party app, such as Runkeeper, on the phone. The watch doesn't have a GPS chip and, although the phone does, none of the Apple apps use it to create a map - only to measure distance