First, you should create your own directory for your files. Do not use "Program Files\Java" because that will mix your files in with Java's installation. For example, you might create a directory called "myJava" under C (that is, C:\myJava) and put your own files there.
Next, to compile, use the cd (change directory) command so that your current directory is where your .java source file is located. For example, assuming you call your directory "myJava," then at the C prompt, type "cd myJava"...
C:\>cd myJava C:\myJava>
Then, with myJava as your current directory, type "javac HelloWorld.java"...
C:\myJava>javac HelloWorld.java C:\myJava>
(Note: The good news is that your system recognizes the "javac" command, so that means Java is installed and your path is updated correctly. )
"We're kind of on the level of crossword puzzle writers... And no one ever goes to them and gives them an award." ~Joe Strummer sscce.org