How do I run individual java file in IDEA?

I am a java beginner, the first java IDE I downloaded was Visual Studio Code, it was very easy to use and everything is auto configured. But it kind overheats my laptop all the time, so I want to try IDEA, so far it's a very good experience, except when I open a java file and tried to run it in IDEA, it always pops out this run configuration window and I don't understand how to configure it. In visual Studio Code I can open any java file any time and run without any issues, but now I have to go through creating projects every time. Is there any solution for this?