Complete Java programs usually have a method called "main". So far in this tutorial, a main method has not been necessary: BlueJ intentionally lets you create objects and invoke methods interactively without needing a main method. If you add one, BlueJ can invoke that too, but it does not treat it specially; it is just like any other invocable method.
The time when you will need a main method is if you want to run your program outside BlueJ. BlueJ lets you export your application to a stand-alone JAR file which can be run on any computer which has Java, without needing BlueJ. This is available from the Project menu, by using the
menu item. This will ask you to select a main class. You will either need to select a JavaFX Application sub-class, or select a class with a public static void main(String[] args) method.