If you're using the Compile and Run Current File... option in the Build menu, the compiled executable will be created in the same directory as the Fortran source file, and the executable will be run in that directory as well.

If you're talking about feeding data into your Fortran programs via standard input, though, you'll need to use redirection operators as program arguments.  This process is somewhat easier on Simply Fortran for Windows, but it is straightforward once you know what to do.  Is that what you're asking about?