I think you've missed the {_____:script=taml} in the font tag that you've
used. Please check
The following seemed to work well for me.
\documentclass[a4paper]{article}
\usepackage{fontspec}
\font\tamilRoman="TAMu_Maduram:script=taml" at 12pt
\begin{document}
\title{\tamilRoman ???????????}
\author{\tamilRoman ????????????}
\date{}
\maketitle
\section{\tamilRoman ???????? 1 : ?????? ????????}
\tamilRoman
??? ???? ????????????? ??? \\
????? ??????? ???? \\
????????? ?? ?????????? ???????? \\
??????? ??????? ????? \\
\end{document}
By the way, you could've posted this in the tugindia mailing list as well. I
believe TeX/LaTeX related q's are better answered there.
- Ramji