ANTLRWorks 2 Run menu is dimmed

Question

I have downloaded ANTLRWorks 2, created new file with File->New and pasted Hello sample into it

grammar Hello;
r  : 'hello' ID ;         // match keyword hello followed by an identifier
ID : [a-z]+ ;             // match lower-case identifiers
WS : [ \t\r\n]+ -> skip ; // skip spaces, tabs, newlines

I can see Syntax Diagram after that but can't do anything else. For example, Run menu having 3 items totally dimmed and no clues how to undim them.