The first time you push F10, SPIM writes an error message in the bottom window: 

Exception occurred at PC=0x00000000
  Bad address in text read: 0x00000000

This (for now) is fine since all you are doing is testing the installation. Push F10 a few more times to execute a few more pre-loaded instructions.

NEXT

To exit the program, click on the Exit command in the file menu.