Around 1:51 in the video, notice how she puts a <script> tag in there? The way it works is like this:
Create an html file (that's just a text file with a .html ending) somewhere on your computer. In the same folder that you put index.html, put a javascript file (that's just a textfile with a .js ending - let's call it game.js). Then, in your index.html file, put some html that includes the script tag with game.js, like Mary did in the video. index.html should look something like this:
<html>
<head>
<script src="game.js"></script>
</head>
</html>
Now, double click on that file in finder, and it should open it up in your browser. To open up the console to see the output of your javascript code, hit Command-alt-j (those three buttons at the same time).
Good luck on your journey, hope it's as fun for you as it has been for me so far :)