please note: you do not need to compile Rexx programs - they run quite nicely interpreted.
If your dataset name is part of your SYSEXEC concatenation then you can run simple by typing the member name at the prompt in option 6 or by TSO member at any ISPF prompt.
In background you execute IKJEFT01 which is batch TSO. you need SYSTSPRT for Rexx ouptout (from Trace and SAY) and SYSTSIN which is where you provide the tso command run your member...from one of my jobs
//RUNREXX EXEC PGM=IKJEFT01
//SYSTSIN DD *
EXEC 'HLQ.LLQ.EXEC(DJC)' 'AUTOSUB1'
//SYSTSPRT DD SYSOUT=*
//SYSPRINT DD SYSOUT=*
//PLAN DD DSN=HLQ.LLQ.JCL(AUTODJC),DISP=SHR
by including DDNAMES for any file you use you do not need to allocate them within the program which is why I have a DDNAME for PLAN
The problem I have is that people can explain things quickly but I can only comprehend slowly.