To run the test you have created, click on the "Play" button (See screenshot below).
If you want to run only part of the test steps, you can use the check box next to each step to decide whether it should be executed or not.
You can also run selected steps by right clicking on them (highlight multiple steps using CTRL and SHIFT keys) and selecting "Run Steps" from the context menu.
Note: you don't have to highlight or check a setDevice command when running the test. Silk Mobile will execute every setDevice command preceding the executed test (preferring selected setDevice command over non-selected), or pop up a device selection dialog if no setDevice command exist in your scenario.