Either I am very stupid or the maze game is not working. All that I can see is a black square

It's not a maze in the traditional sense. You don't see where you're going. Instead you have to uncover it a tile at a time and basically bump your way around until you manage to get to the finish. As long as there are arrows above the box and they make you move forward a tile in the direction they point when you click them, everything's fine.

A all right. I am stupid after all. A little more explanation could be given