You can do all your editing and executing from the Execution window, or you can do editing in Text windows and highlight and run code from a Text window.
The Execution window tends to get cluttered with the results of repeatedly executing code, editing that code, then re-executing it. Using a Text window for your editing is a way to keep one clean copy of your code, suitable for saving to a file for later use.
Pressing the Enter key at the end of the last line of the Execution window will execute that line of code. Pressing the Enter key anywhere else in the Execution window will just insert a carriage return and not execute anything.
You can also highlight line(s) of code, then click the Go button on the Toolbar or click Run in the File menu and ISETLW will execute the highlighted code.
To execute line(s) of code in a Text window highlight the code, then click the Go button on the Toolbar or click Run in the File menu. ISETLW will execute the highlighted line(s) of code and display the results in the Execution window.