Please note that this IDE does not come with any Haskell language implementations (compilers or interpreters). You need one of the supported implementations installed on your system. Depending on your setup, the executable of the compiler or interpreter can be on the PATH or not. If it is not, you need also to specify its path from the preferences (Window > Preferences > Haskell > Haskell Implementations, then select the preference page of that particular compiler, e.g. GHC Settings).
Compilers are used by the plugin to build Haskell projects (on changes of the source files in that project). Usually you won't have to trigger compilation by hand. Options for compilers can be set on their preference pages.
Running sessions in an interpreter works like running compiled applications: select one or more source file(s) and choose Run > Run As from the menu, then select the interpreter you want to use.