For BlueJ to get programs using Turtle running, add Turtle.java and Turtlet.java into your project. (click on edit->add class from file)  Once there you can compile the files and create a new class that uses the Turtle objects. 


For command-line compiling, you need to copy Turtle.java and Turtlet.java into the directory that the .java file you want to compile is.  Assuming your .java file is named MyClass.java you would type the following at the command prompt.

javac Turtlet.java Turtle.java MyClass.java

replace MyClass with whatever your .java file is actually named (remember, it will also be named exactly the same as the name of your class, and also remember that capitilization matters!)

once you have done that you can run your program as follows

java MyClass

Again, replace MyClass with whatever the correct name is, and this assumes you have a method defined within the class called main declared as a public static method with arguments of String[] args
(the declaration would start with public static void main(String[] args) {    )

Note:  at this point, it is probably much easier to deal with BlueJ than the command-line.