How do I run a Java program from the command line on Windows?

I’m trying to execute a Java program from the command line in Windows. Here is my code:

import java.io.File;
import java.io.FileInputStream;
import java.io.FileOutputStream;
import java.io.IOException;
import java.io.InputStream;
import java.io.OutputStream;

public class CopyFile
{
    public static void main(String[] args)
    {

        InputStream inStream = null;
        OutputStream outStream = null;

        try
        {

            File afile = new File("input.txt");
            File bfile = new File("inputCopy.txt");

            inStream = new FileInputStream(afile);
            outStream = new FileOutputStream(bfile);

            byte[] buffer = new byte[1024];

            int length;
            // copy the file content in bytes
            while ((length = inStream.read(buffer)) > 0)
            {

                outStream.write(buffer, 0, length);

            }

            inStream.close();
            outStream.close();

            System.out.println("File is copied successful!");

        }
        catch (IOException e)
        {
            e.printStackTrace();
        }
    }
}

I’m not sure how to execute the program – any help? Is this possible on Windows? Why is it different than another environment (I thought JVM was write once, run anywhere)?