You type your code into a file or download (via HTTP, FTP or even SSH using scp) the source code file, the exit.s file mentioned in the
web page you mention.
You then run the assembler to produce an object file, the:
$ as exit.s exit.o
line in the web page,
exit.o being the resulting object file.
You then link it with any supporting libraries and/or other code, the:
$ ld exit.o -o exit
line in the web page,
exit being the resulting binary file..
The file exit is then a runnable binary which may be run by typing:
$ ./exit
Most folk go straight to high level language programming in something like C, Fortran or Java.
