Once you have started your RStudio session and connected to it, you should see something like the following:
On the left-hand side you have a single panel, which is the interactive console. While you can write interactive code here, you probably want to actually work with an R script. To start a new script, select File → New File → R Script from the menu bar. You should then end up with your interface looking like this:
You now have a source pane at the top left, where you can write your script. Use File→Save to save your script.
To actually run some R code, type into the source pane (or load an existing R script). Then select the (portion of) code that you want to run, and click the Run button on the top edge of the source pane (or use Code → Run Selected Line(s) from the menu). You should end up with something like this:
Note that you can see the code you ran in the Console pane bottom left, and the variables that are now instantiated in the Environment pane top right.