This material was written by Aasmund Eldhuset; it is owned by Khan Academy and is licensed for use under CC BY-NC-SA 3.0 US. Please note that this is not a part of Khan Academy's official product offering.
The author strongly recommends that you use an IDE with Kotlin support, as the static typing allows an IDE to do reliable navigation and code completion. I recommend IntelliJ IDEA, which is built by the same company that created Kotlin. The Community Edition is free; see instructions for getting started (it comes bundled with Kotlin, and you can run your program from the IDE).
If you insist on using a plain editor and the command line, see these instructions instead. In short, you need to compile your Kotlin code before running it. Assuming that your Kotlin file is called program.kt:
kotlinc program.kt -include-runtime -d program.jarBy default, Kotlin compiles down to Java (so you have the entire Java Standard Library available to you, and interacting with Java libraries is a breeze), so you now have a Java Archive (program.jar) which includes the Java libraries that are necessary to support the Kotlin features (thanks to -include-runtime), and you can run it using an out-of-the-box Java runtime:
java -jar program.jar