As I recall, there's a way to get Windows to pause and present an edit box into which you can type a command line to what you "clicked". I think it involves a question mark "?", and is somewhere in "properties".
You're probably better off to run Nasm from a command shell. Something like...
nasm -f win32 myfile.asm
That should produce "myfile.obj" (you can change the output filename with the "-o" switch, if you want to). Then you'll need a linker. Many years ago, I used to use Alink (
http://alink.sf.net ) - should still work, but it is considered obsolete. "GoLink" is popular these days, I understand. You may have MS's "link" already installed. If you download the NASMX package (
http://nasmx.sf.net ), that should include a suitable linker and some example code to get you started (you may need to edit the batch file that sets paths to reflect where you've actually got stuff installed).
The error messsage about "instruction expected at start of line" suggests that you haven't got a source file in valid Nasm syntax. You'll need... well, an instruction at the start of a line...
If you can't get it working, post more about what you're trying to do. I haven't done Windows for a long time, but someone will help you out (we hope).
Best,
Frank