In the bottom pane, type....
sphere;
... and then press the little enter key (or control+enter
if you are on a laptop). That should have executed the
sphere command to create you a NURBS
sphere within the Maya Scene.
In the script editor you have to use the little
enter key to execute scripts, the large enter key is a newline
needed when using a text editor. You may have noticed that after
executing the script, the contents of the script editor vanished.
Well, this is slightly annoying since you may still be in the
process of working on the script.
To avoid this, simply highlight the lines of code
to execute (ctrl+a is good for this) and then press
the little enter key. The script will be executed as before
however the code will remain in the script editor for further
editing.