Italic, like most Clojure environments, does not load anything into your REPL by default. You can load the code into REPL using Tools -> REPL -> Load file into REPL. Note that this by default will not replace your REPL namespace with the download file — you will need to use Tools → REPL → Switch REPL NS for the current file, or you can require the loaded namespace to be as usual.
You should be able to create Leiningen Run Configurations, there is the ability to run certain tasks with Lein - if this does not work, provide additional information about what you tried and what happened.
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