Depends of which output format your first program is designed for. Nasm will make a dos .com file all by itself (will make a PE all by itself, too, but you probably don't want to). You will probably want to assemble your program using Nasm, and link it into an executable with a linker - possibly using a C compiler to call the linker for you. What other tools have you got?
Take a look at the nearby "who can compile it?" and other threads to get some ideas. If that doesn't help, give us a better idea what you're trying to do.
Best,
Frank