run option not found

[kaushal]

Hi,
I am just running the basic JAVA "hello world" program in intellijidea. The problem is when I right click on the program to run the program then run option is missing.I went on the bar and select Run it says
Run->Edit Configurations->Hold shift to debug.

Please advise on how I can run this program.

Thanks,
Kaushal Parekh