I get only html files as output, For example
java -jar saxon9.jar -t -e:maxml.xml -xsl:myxsl.xsl -o:myoutput.fo,
creates a html file in myoutput.fo

What is output here depends on the input and the stylesheet,
i.e. on the XML and XSL file.

Please give me a working example, a helloworld
example would be fine, or point me to a working
example in the web.

You probably could have achieved this yourself. First hit when googling
for "xsl-fo hello world":

XSL-FO Tutorial - Hello World
http://www.ecrion.com/Support/Resources/XSL-FOTutorial/HelloWorld.xml.html