go into a command line (dos), and cd to the directory that has the file. Then run javac filename. Here's an example.

Code:
F:\>cd java\map

F:\java\map>javac Map.java

F:\java\map>java Map
**output not shown**
The first line just goes into the directory that has Map.java. The second entry is compiling the file. The third command actually runs the program, and I didn't show the output because it fills up a screen. So that's what you need to do.