Newer versions of greenfoot auto-compile. At the bottom of your class editor, you should see a message. "No syntax errors" will should if the class appears fine to the compiler; otherwise, "Errors found." will display and the location of each will be flagged with a red line number and a squiggle line under problem text (or near it). Hovering the mouse of the squiggle line will pop up a message on the particular error found there.
Also, any classes with errors with be diagonally striped in the classes window frame. If all classes are free of any errors, you should be able to go to the main scenario window to prompt an initial world.