To edit source code, compile, link and run, you have to open a PROJECT not just a Fortran source file.
A simple project, or even a complex one with everything in one long source file, can contain just the one source file.
In more advanced (or better organised) projects, there will typically be a number of separate source files, plus library files. All of these are added to the project in the same way.
Any file can be opened for editing without adding it to the project.
When you launch SF by double-clicking on a .FOR file, invoking SF and having SF open the file and display it, you are opening the file in the SF editor, not opening it as part of a SF project. To open a SF project ready to compile or run, double click a .PRJ file.
You can also, from within SF, open source files in other projects, to view them, copy stuff from them or amend them, all without adding to the current project. You can open data files and output files.
You can create a new file in the SF editor, and save it. This is very useful for creating data input files, for example.
A file doesn't become part of the project until you say so.
When you want a source file to be part of the project, you have to say so !
NB don't forget to use the Options menu to set some project options.
Recommended: Create a project, not by double clicking a .FOR file in Windows, but by opening SF and choosing one of the startup-screen options, then adding a source file. This way, you'll get all the right default settings in options.
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John