The browser supports a limited form of running compiled programs. To run programs that have been built, click the run button or select one of the run menu items in the project menu. You can run in the same VM or spawn a new process; the latter is generally better for GUI programs.
Both require that any classpath you set be specified using platform-specific paths and path separators (the compiler might be more tolerant). Output and error streams will be merged into the streams of the browser (using separate threads, so it may take a few seconds for the pipe threads to gain control.) Errors should be detected and displayed in a dialog.
The GUI does not support killing a running program, so if your program might hang, be sure to save your files since you may need to kill the browser itself to kill its child processes.