If you've only just started with Dark Basic, then the whole environment may seem alien. Whatever you start to type (ie write a small program) in the 'editor' screen is your program. You can run it (ie compile it), without saving what you have typed, and see what it does. Most people will assume that you know what you're doing with the actual 'editor'.
Dark Basic already comes with some example programs, all the source code and media files included, which you can load up and run. Try them and see how you feel about moving on with the rest.
Warning! May contain Nuts!