Is it a complete program that you have compiled to a .exe?
If so, just navigate to where the program is located with the command prompt and type in the name of the .exe and hit enter.
you could also do it with the run prompt or explorer, but if you haven't created a GUI (or don't use any input or wait) it might close so fast you don't get to see anything.
If you haven't got a complete program but still want to test it, I have no idea. Could be a button, or in a menu, but might also not be.
What is the program you are trying to run?
(Use [ code ] [ /code ] without the spaces if you're posting the source code, as it makes it much easier to read)