How to run a .Net Core dll?

You can use dotnet publish to generate .exe output for your console app.

More details: Publish .NET Core apps with the CLI

Add this to your project.json file:

 "compilationOptions": {
        "emitEntryPoint": true
 },

It will generate the MyApp.exe on Windows (in bin/Debug) or the executable files on other platforms.

Edit: 30/01/2017

It is not enough anymore. You now have the possibility between Framework-dependent deployment and Self-contained deployment as described here.

Short form:

Framework-dependent deployment (.net core is present on the target system)

• Run the dll with the dotnet command line utility dotnet MyApp.dll

Self-contained deployment (all components including .net core runtime are included in application)

• Remove "type": "platform" from project.json
• Add runtimes section to project.json
• Build with target operating system dotnet build -r win7-x64
• Run generated MyApp.exe

project.json file:

{
    "version": "1.0.0-*",
    "buildOptions": {
        "emitEntryPoint": true
    }, 
    "frameworks": {
        "netcoreapp1.0": {
            "dependencies": {
                "Microsoft.NETCore.App": {
                    "version": "1.0.1"
                }
            }
        }
    },
    "imports": "dnxcore50",
    "runtimes": { "win7-x64": {} }
}