Elixir getting started - Creating File

Hello, im new to elixir and new to linux(using ubuntu 14.04 now), started this week. Im following this http://elixir-lang.org/getting-started/modules.html i feel like is a fool question but how i create a file? or where i have tu put? i created one with sublime text 2 but can’t compile in the terminal. Also if you have any advices of learning, would be great! .Thx.