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To run SBCL type sbcl at the command line.
You should end up in the toplevel REPL (read, eval, print -loop), where you can interact with SBCL by typing expressions.
$ sbcl
This is SBCL 0.8.13.60, an implementation of ANSI Common Lisp.
More information about SBCL is available at <http://www.sbcl.org/>.
SBCL is free software, provided as is, with absolutely no warranty.
It is mostly in the public domain; some portions are provided under
BSD-style licenses. See the CREDITS and COPYING files in the
distribution for more information.
* (+ 2 2)
4
* (quit)
$
See also Command Line Options and Stopping SBCL.