You got 3 programs when you bought 3dgs A7 (commercial wasn't it? ) after installing. WED.exe, MED.exe and SED.exe. The last one (SED.exe) is the script editor of 3D Gamestudio. You will need this to run the file (not necessarily, but it's where you should start).

Presumably, the file you got from the tutorial is a .c file, which is the type of files where you program the programming language 'C' in. Gamestudio uses .c for the lite-c language as well. So open SED.exe and open the file in here (I guess you may have done so already). Now there is this big black arrow in the top bar of the SED application. This option will run the a7 engine and tells it to load your file to excecute.

Beware though that there is an option in SED which either executes the file you have loaded, or load a script from somewhere else. Search for a checkbox in options that says 'use the current file for test run', and make sure it's checked ;).