One thing Rolemaster lacks is the classic, D&D style module, with boxed text for GMs to read to players and an itinerary of encounters/adventure areas step-by-step. On the other hand, Rolemaster has much greater depth of setting: they provide much more detail on the region, its politics, the wildlife, the powers of note, the distinctive herbs, stats for town guards, etc. So, take the setting books as just that, rather than adventure books.
However, there have been attempts to create starter areas:
--One of Terry's most recent settings, Tales from the Green Gryphon Inn, gives details for an area that can be a starter town (Gryphonburg, in the Rhakhaan Empire). It has lots of ideas for adventures (though again note that they're not quite done in the same detail as a D&D adventure).
--The 4th edition of the Master Atlas (pp. 110 ff.) fleshed out the area of the Bay of Izar as a potential starter area as well.
--The module Quellbourne (northern Jaiman) has the town of Kelfour's Landing that works as a starter area.
--Many other modules will give details on adventures in their regions, and some have further areas that serve as good starter areas.