If your Arduino has a built-in WiFi or Bluetooth chip, such as ESP8266, it may have a separate LED that starts blinking as soon as you plug in the Arduino. Some Arduinos have two onboard power LEDs.

The Arduino IDE provides a sample sketch with a simple program outline in a text window when you first open it. There are also a vast array of code samples under the File->Examples submenu item.

It can be a scary prospect to go digging around your computer looking for specific files. Here's how to find Arduino libraries on Mac, PC, and Linux.