When I click in the green box and press Shift + Enter nothing happens. I am using a macbook with OS X El Captain. Is there other keys I can press?
The screenshot is showing the CDF player running as a browser plugin. It's not Mathematica.
The CDF player does not allow you to run Mathematica code. It can only view notebooks and run specially prepared CDF files. Evaluating arbitrary code is not possible. You need the full version of Mathematica for that.