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If you have foo.ado on your adopath defining program foo then typing
Code:
foo
invokes that program, except that such syntax will be insufficient to get a result if (as usually is true) other syntax is required. All documented in [U] chapters on programming.
If on the other hand you are asking about running an ado file from your operating system command line (rather than from the command window in Stata) see the Stata batch mode section of Appendix B of the Getting Started with Stata PDF manual appropriate to your operating environment. All of these manuals are included as PDFs in the Stata installation (since version 11) and are accessible from within Stata - for example, through Stata's Help menu.
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