It is often useful to keep a command window open in the source directory containing your Ruby program files. Assuming that the Ruby interpreter is correctly pathed on your system, you will then be able to run programs by entering ruby programname. For example, this is the command you would enter in order to run the helloworld.rb program:

ruby helloworld.rb

If you use a Ruby IDE, you may be able to load the Ruby programs into the IDE and run them using the integrated tools of that IDE.