In ModelSim select File -> New Project

Enter a project name and select the BROWSE button to where you want to save this on your computer
Now select OK.  It may say that the project directory doesnt exit, just click OK to createt it.
Now you can select things like Create a New File or Add Exisitng File.  Do whichever so that you have your Verilog file(s) in the ModelSim Workspace window

Now you can compile the file, such as hello.v, by right clicking on the file name in the Workspace window and then selecting Compile -> Compile Selected.  Or you can compile in the Trascript window by doing the following

ModelSim> vlog hello.v

If all is well you will see a green checkmark under Status by the file name.  If not you will get errors and will need to correct them before continuing.  Now go to the Transcript window and type 

ModelSim>vsim -L work work.HELLO

Or you should be able to just type the following

ModelSim>vsim HELLO

Or whatever the filename is you are using.  Notice that you need to look at the compiled name placed in the work Library.  In this case when I compile hello.v it goes in the work directory as HELLO

now the prompt will change. Just type in run at the new prompt.  Read the Tutorial which you can find in ModelSim by selecting Help-> PDF Documentation -> Tutorial

VSIM x> run