Assuming that you are running from the AppGameKit IDE, you have some project open as the active project. The project directory is the directory that project is in.
If you right click on the tab for the main.agc file that you are trying to run, and select 'Properties', the 'File name' field will show you the directory it is in (if you don't already know).
The AppGameKit IDE will create a .exe file with the same name as appears in the project in the IDE in that directory.
If you are using the trial version, you are using version 1076. There are known issues with trying to run an app directly from the IDE.
If you compile it in the IDE (the gold gear icon) and then double click on the created .exe, then you can see if there is an issue with the code or it is an issue with the IDE.
Cheers,
Ancient Lady
AGK Community Tester and AppGameKit Master