Welcome! I'm sorry this is unclear. I hope to have better tutorials (and maybe even a main menu that leads you more quickly to the demos), but for now it does take some poking around.
First you must understand the concept of a current directory. A directory is another name for a folder in a file system. On your "real" computer you probably have a Documents directory, an Applications directory, a Public directory, etc., and you can get to files in those using Finder (Mac) or File Explorer (Windows).
But Mini Micro is a command-line system, like Unix or DOS. So you get to files by using the cd command to change the current directory, and then dir to see what files there are.
As shown above, once you've done dir to list the files in the directory, then you can use load (with the name of the file) to load the file you want, and finally run to run it.
One more thing you'll want to know: press Control-C to break out of a program. Most programs have some nicer way to exit (often the Esc key, or simply losing the game). But Control-C should always work.