How to compile with OpenMP?

I am a new user of Intel Fortran. I have some problems when trying to use openMP in Intel Fortran.

the Official User guide states that to add OpenMP* support to applications, do the following:

1.Add the appropriate OpenMP* directives to your source code.

2.Compile the application with the Qopenmp (Windows) or qopenmp (Linux* and macOS*) option.

I understand the first step. but how should I do the second step? Currently I use  "Debug → start without Debugging” buttons to run my code. do I always have to use a cmd to compile the applications if I want to incorporate OpenMP (which I failed since I dont know the path that I should specify)?

I'm also wondering whether I need to install some external openMp packages before I do the above steps

Any hint or suggestion is highly appreciated. Thanks in advance

Lu