The program we use in the example is essentially this:
(in-package "CL-USER")
(defun hello-world ()
(capi:display-message "Hello World!"))
with a couple of small modifications which are not important here.
Perform these steps to "develop" the program:
(example-edit-file "delivery/hello/hello")
(hello-world)
.LispWorks Delivery User Guide - 15 Feb 2015