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In order to run a CLIM application, you must have a Lisp system that contains McCLIM. If you use CMUCL or SBCL, you either need a core file that already has McCLIM in it, or else, you have to load the McCLIM compiled files that make up the McCLIM distribution. The fist solution is recommended so as to avoid having to load the McCLIM files each time you start your CLIM application.
To execute the application, load the file containing your code (possibly after compiling it) into your running Lisp system. Then start the application. Our example can be started by typing (app:app-main).