How to 'try' the example code

I am a freshman trying to learn coding using ardupilot on pixhawk, and I am reading the code base on, in each tutorial it ask you to try the example code, such as in ‘UARTs and the Console’, it says 'Go and have a look at the libraries/AP_HAL/examples/UART_test example sketch. It prints a hello message to all 5 UARTs.

then, my question is, how to try this example code? go to the directory and create a new target naming ‘px4-v2’ and then double click it to build the target? or something else?

Hope someone can tell me, thanks all!!