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Click File, Save as..., then type index.html in the file name box. Make sure that All Files is selected from the Save as type drop down menu. Save the file to the Desktop.
Double-clicking the file will open it in your default web browser but all you will see is a blank page.
Go back to Notepad and create a new document by clicking File, New. Copy in your JavaScript code then save the file by giving it a name with a .js extension at the end. Remember to change the Save as type to All Files again. Save this to your Desktop as well.
Return to Notepad and click File, Open. Navigate to the Desktop and open the index.html file. Add this link (called a tag or HTML element) between the tags.