After you have generated and compiled the program, you can use the Run Programs option to run it (if it is an online TSO program), or to generate JCL to run it (if it is a batch program), or you can use an alternate facility.
You can also use the End User Facility to run generated programs. The method to use depends primarily on the type of user. The Run Programs option is intended for use by experienced technical users who are familiar with the concepts of programs, plans, JCL, etc. The End User Facility is intended to be used by non-technical end users.