Running a program in "privileged" mode (i.e., as an administrator) is as simple as pressing the START button, finding the program, right-clicking its name, and choosing
Run as administrator. (You can similarly also choose to
Run as different user, but to get this option, you'll need to press SHIFT before the right click.) This should bring up Windows' pop-up asking you to allow the program to be run as administrator where you click
Yes and Robert is your uncle.
That said, what if the program you want to run does not have a Start menu entry? In that case, open the command prompt as an administrator and run the program from the command-line.
E.g., when I want to run a program called foo.exe to act on a file named bar.txt, I could run open a command-prompt as administrator and use something like:
C:\Program Files (x86)\Foo>"foo.exe" "C:\Program Files (x86)\Bar\bar.txt"
Hope this helps :)