Could you tell me what happens if a person is already dead when the ambulance arrives?

Depends: If the patient is clearly deceased, in most jurisdictions they notify the local police who attend the body pending the medical examiner's arrival. If "just died, " as is often the case with trauma or heart attacks / cardiac arrest--they start cpr, establish an airway & iv, give oxygen and medications and attempt to resuscitate the patient on way to er.