Make sure that "Arduino Diecimila" is selected in the Tools > Board menu.
Now, simply click the "Upload" button in the environment. Wait a few seconds - you should see the RX and TX leds on the board flashing. If the upload is successful, the message "Done uploading." will appear in the status bar.
7. Look for the blinking LED
A few seconds after the upload finishes, you should see the amber (yellow) LED on the board start to blink. If it does, congratulations! You've gotten Arduino up-and-running.
If you have problems, please see the troubleshooting suggestions.
Learn to use Seeeduino/Arduino
http://arduino.cc/en/Tutorial/HomePage : try these example programs.
http://arduino.cc/en/Reference/HomePage : read the reference for the Arduino language.