when I try to run it with : java HelloWorld
That should work if the HelloWorld.class file is in the current directory.
Please run the command and copy the contents of the command prompt window:
Click on Icon in upper left corner
Select Edit
Select 'Select All' - The selection will show
Click in upper left again
Select Edit and click 'Copy'
Paste here so we can see exactly what was entered and the exact error message.
Also use the dir command to show what was in the current directory.