Execute Statement or Run Script?
Run Statement will give you a list of all the results in a sortable table. It will also only run the statement under the cursor (or highlighted). You will be prompted for bind variables when you run the statement (any place holder with : in front of it).
E.g.
select * from customers where customer_id = :id
will prompt for a value for id
Run Script will execute all statements in the worksheet, and give a text readout of the results. It will not prompt you for the values of bind variables.