How do I create an application from a file?

Hello ppl,
So far I've been experimenting with simple applets but I would like to know how do I create an application. I'm currently working on an application code but need what do I do with the class file I've compiled to make it executable.
Thnx,
McMurphy

run ----> java YourFileName.class
YourFileName is the Main class of your app, it is case sensitive, and remember your path/classpath....

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