how to run matlab script in matlab code example

Example: where can i run matlab code

newFile = fullfile(tmp,'ANewFile.m');
function [p] = randwalk(p, q, j, k)
 if p + q < 1
 c = 0.5;
 else
 c = 1;
 end
 mean = p - q;
 sd = sqrt (p + q - (p - q)^2);
 p = normcdf((k + c - n*mean)/(sd * sqrt(n))) - normcdf((j - c
- n*mean)/(sd * sqrt(n)));
end