To build an Arduino program you will need a sketch. That is the name of an Arduino program.
Every sketch has the following structure with 2 functions, setup() and loop().
The setup() function is called when a sketch starts. Use it to initialize the variables, pin modes, start using libraries, etc. The setup() function will only run once, after each power up or reset of the Arduino board.
The loop() function runs after the setup() function and does precisely what its name suggests, and loops consecutively, allowing your program to change and respond. Use it to actively control the Arduino board.