After compiling, run your program with the java command:
java HelloWorld
Notice you pass the class name, not the file name. Do not type java HelloWorld.class. If you add the .class extension, the JVM tries to find a class named exactly HelloWorld.class (with the extension in the name) and fails.
The java command starts the JVM, loads HelloWorld.class, finds the main method, and begins execution. Your System.out.println call prints the text and the program exits.
If you see Error: Could not find or load main class, check things. Make sure the .class file exists in your current directory. Then make sure you typed the class name with correct capitalization. Java is case-sensitive: helloworld and HelloWorld are different names.