Read the instructions within the project. There's lots of info on line about the Little Man Computer concept. NB There are slightly different versions - (some only have one Store command for example) but the general idea is the same. Press E for a list of example programs. The page at http://www.iro.umontreal.ca/~aboulham/F1214/lmc4pages.pdf is a good introduction.
Note that in example 3 (prime numbers) the primes are stored in mailboxes 50 upwards. Once you've seen how it works you may want to get it to run as fast as possible - Turbo mode, Speed=4 and press H to hide the Mailboxes and Scratch cat. Getting the basic LMC to work was very satisfying and not that difficult. I then added quite a lot to explain the concept, how to use it, describe the examples etc which ended up being the larger part of the work! At the moment I'm only allowing code to be input as numerical codes - so more like machine code than Assembler. However any code you've loaded can be viewed in the Assembler format for checking.