The Clojure community puts a large emphasis on interactive development, so quite a lot of interaction with Clojure happens within a REPL (read-eval-print-loop). When you input an expression into it, Clojure reads it, evaluates it, and prints the result of the evaluation, all in a loop.
You should be able to launch a Clojure REPL by now. If you don't know how, follow the Installation and Setup section in this topic. Once you've got it running, type the following into it:
(println "Hello, world!")
Then hit Enter. This should print out Hello, world!
, followed by this expression's return value, nil
.
If you want to run some clojure instantly, try online REPL. For example http://www.tryclj.com/.