The xamWebMap uses files in the shapefile format as its source of geospatial shape information.  one of the ways you can deploy these files is by simply dropping them in your web applications ClientBin folder, then providing the xamWebMap a URL that points to the shapefiles.  If you choose to deploy your application this way, you need to make sure you have configured the MIME types on the server so that it will allow the .shp and .dbf files to be served up.

The screenshot below shows how you can configure the MIME types in IIS 6:

The screenshots below show how you can configure the MIME types in IIS7: