I'm completely new to SML and I don't understand what am I supposed to do in order to create, edit, compile and run an sml file with PolyML. I'm using Windows and I don't know if I need to download another IDE, or some developement kit like for Java.
I'd like to create files where some functions are defined and then use them by the terminal.
You can edit your SML code in any programming editor you like. Some have better support for syntax highlighting than others. Finding a good editor is a matter of exploration and personal taste and is not suitable for answering here.
Save your SML code to a file that ends in .sml and do one of the following two:
Either, in the terminal enter the following command:
poly --use yourfile.sml
Or, by first typing poly and inside the REPL type the following:
use "yourfile.sml";