These Jekyll-related commands can be entered in bash. (That's the prompt with the $.)
jekyll new site_name - This command will create a jekyll instance inside the directory you are currently in (use cwd to see what your current working directory is).
bundle exec jekyll serve - This command will start the jekyll server in the directory you are currently in (use cwd to see what your current working directory is). After it is running, go to http://localhost:4000 in your preferred web browser. Note that you must first run jekyll new inside your directory.