Step 1: 

Plug your Arduino board to your computer using the USB cable.

Step 2: 

Start the Arduino Software (IDE)

Step 3: 

Load the Blink code by going to < File < Examples < 01. Basics < Blink.

This will open up the Blink sketch.

pinMode(LED_BUILTIN, OUTPUT);

digitalWrite(LED_BUILTIN, HIGH);

This will initialize the LED that is built onto the board as the output.

This will supply 5V to the LED. To turn it off, you simply replace HIGH with LOW.  

In order to get the code to the external computer (the arduino), we need to tell the software where your arduino is and what it is. 

To do this, first go to Tools->Board-> and select "Arduino Uno"

Then go to tools -> Port-> and select the port your Arduino is attached to (there should be one option)