The ESC looks like a standard pulse position control device, the standard servo library should drive this fine.
What connections have you made from Arduino to the ESC, The ESC has RED, Black and White wires to go to a normal RC receiver where did you connect these wires on the Arduino?
If you have an oscilloscope you should see the pulse on your PWN pin go from 1ms to 2ms apart to cover the range of the conroller. 1.5ms is the neutral position.
What type or Arduino are you using and which PWN pin did you use for the ESC control signal?
... peter b.