I think it's F5 to start code, F8 to step through. Not only does this sometimes depend on your pc/laptop (I must use fn+F8 keys) whether or not it works depends on factors I've never bothered to figure out. That is, sometimes a Run Macro dialog pops up.
In addition, if it's a procedure that requires parameters, simply pressing F5 won't work. Approach would be to call the procedure by typing its name and the parameters in the immediate window after putting a break point in the code. If you continue to have issues, maybe post the code so we can see what's involved.