Yes, the roots grow out of the pit. I've looked up instructions for planting them and some say to break open the pit to get at the seed inside, but I've never bothered to do that. I've succeeded in getting three of them to grow with very little effort, but as I said, the last one already had roots coming out of the pit when I cut the mango open.
By contrast the most difficulty I've had with seeds was trying to grow cherries. I can't remember the details but I refrigerated the seeds for several months, then planted the ones that seemed viable and waited. Out of nine seeds two germinated, but the one seemed to have a genetic abnormality as the leaves were snow white. I would have loved to have an albino cherry tree, but sadly that one didn't survive. The other one is now growing happily in a pot in my back yard. It's four years old and about four feet tall.