Collecting comments to an answer:
Running a file need a configuration, which means how to run that file.
It's just not so necessary to worry about them and deal with them, using one of these ways:
Right-click the mouse anywhere inside the file view and press Run <filename>
ctrl+shift+F10 on windows
Use a main guard and Pycharm will add a small green arrow through which you can run the file directly:
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…