The pilot program, which first aired on March 4, 2001, concerned a government plot to crash an airplane into the World Trade Center and make it appear as a terrorist plot in order to justify more defense spending.
The crew received special permits to fly a helicopter around the World Trade Center to capture some night-time footage of the iconic landmark that would no longer be there several months later.
In this episode we finally learn the location of the Lone Gunmen's HQ. It is a warehouse/basement in Takoma Park, Maryland, an industrial suburb of Washington DC.
The first episode of any TV show is generally called the series "pilot." In this case "Pilot" has a double meaning, since the story concerns a plot to take the controls of a commercial airliner away from its pilot and remotely control it to fly into the World Trade Center.
This episode has never been aired in the UK, largely because of the similarity of its plotline to 9/11.