To compile and run a Java program, you will need to have the Java Development Kit (JDK) installed on your computer. Once you have the JDK installed, you can follow these steps:

1. Open a text editor or an integrated development environment (IDE) like Eclipse or IntelliJ IDEA.
2. Write your Java program, following the syntax and conventions of the language. Save the file with a .java extension, for example, MyProgram.java.
3. Open a command prompt or terminal window.
4. Navigate to the directory where you saved your Java program file.
5. Compile your program by typing javac MyProgram.java and pressing Enter. This will create a .class file with the same name as your program file.
6. Run your program by typing java MyProgram and pressing Enter. This will execute the code in the .class file and produce the output of your program.

Note: If your program has dependencies on external libraries or packages, you will need to include the necessary import statements at the top of your program file and add the library files to your classpath before compiling and running your program.