Hi Fred,
The easiest way to start is to fire up Scite and load an example. Press F5 to compile and run. It uses the GXO2 compiler. (EXO2 is for command line compiling/execution.)
I rarely use an IDE myself. What I normally do is compile&run programs directly from the source script. This is done by associating .o2bas files with running
gxo2.exe (right click and select properties). Then you can double click on any o2bas file to run it directly without producing an exe file.
The simplest program you can run is:
Print "Hello World!"Bed time

Charles
PS: I recommend the Oxygen-in-progress version for the latest developments