You instruct the operating system to run a program. Issuing a command in a command prompt window or double-clicking on an icon usually does this.
The operating system loads the program from the hard drive or other long-term storage device into RAM.
For a large program it is likely that only part of the program is loaded into RAM. The operating system starts the program. In other words, the CPU begins executing the instructions contained within the program. To the CPU, these instructions are not much more than commands to retrieve data from RAM, perform calculations, and store data to RAM. As the program runs, the operating system is responsible for moving data between RAM and input devices, output devices, and long term storage as needed by the program.
The program completes. The operating system makes available to other programs any resources that were being used by the program. This typically amounts to freeing RAM that was reserved for use by the program.