I assume You are using Windows.
You need to click right mouse button inside the folder You want the file to be created and a menu will appear. Select NEW -> TEXT DOCUMENT and there will be a new text file in that folder.
Now You need to check do you see the whole name of this file with .TXT at the end of it. The three letters after dot is called extension. If you do not see it there is more to do. You need to go to menu in the top of the folder window TOOLS -> FOLDER OPTIONS -> VIEW (I'm using polish version of Windows so names can be little bit different) and You need to un-select option called: HIDE EXTENSIONS OF KNOWN FILES. Now OK, OK until this Window disappear and You are back inside the folder.
If everything went OK, you should now see a NEW TEXT DOCUMENT.TXT
Open it with notepad and insert text from one of my previous posts, save changes and close notepad. Click on it with right mouse button and CHANGE NAME to GOBLIINS.BAT. System will probably ask you about changing the extensions, and you say that you want it to be changed.
Now, you should notice that the file icon is a little changed and after opening the game should start if everything was correct inside
