The link is a chapter from "Learn You a Haskell for Great Good", which I recommend a lot if you want to learn Haskell. However, if you click through to the table of contents, you'll see immediately one of my problems with Haskell as a language: guess in what chapter you finally get to write hello world?
Hello World is mostly the most primitive program you can write in order to check whether your compiler/interpreter is working properly, so you can get started.
In case of LYAH (or Haskell in general) you have GHCi at hand, an interactive interpreter. That's what LYAH sets up in the very first chapter, and uses throughout the rest of the book.