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,
If you want to run some clojure instantly, try online REPL. For example http://www.tryclj.com/.