No IDE method
Open Command Prompt
Locate your file(s). (Visit for help: http://dosprompt.info/)
Type javac <class name>.java.
To execute, type java <class name>.

IDE method
Run your project/program at least once, or simply build it.
Locate the directory with the file(s). Example: NetBeansProjects in My Documents
Open bin/build folder and compiled file(s) should be there.

Used for this article: http://www.wikihow.com/Program-in-Java