If you are familiar with the Linux command line, you can also open up a terminal window from the Tools->Terminal menu.
Once this appears, you should enter the following
But also check out
the Java Hello World starter pack that serves as a template for Java projects in Codio and the .codio file has been configured so you can run the contained
or the Personal Playground assignment in the Java course where other options are explained including where the .codio file has been configured so you can Run any 'current' file.
See https://docs.codio.com/project/ide/boxes/#customizable-run-menu for more on how you can configure the .codio file