There are multiple different tools that you can use for compiling Sass to CSS.
To play with Sass syntax you can use on-line Sass compilers, for example Sassmeister.
For more serious work you will need a tool that will automatically watch your Sass files and if any of them changes, it will automatically convert them to CSS files.
One of such tools is for example node-sass.
In order to use it:
Install npm (Node Package Manager)
Go to your project folder and if you don't have a file package.json, create it by running the following command from the command line:
Install node-sass by running the following command from the command line:
npm install node-sass
Create a custom script by adding the following text to the package.json:
"scss": "node-sass --watch scss -o css"
Create a folder scss and put some file with extension .scss into it.
Run the scss script from the command line:
npm run scss
If you are building Angular applications and are using Angular CLI, you don't need to think about Sass compilation at all as Angular CLI will compile it automatically for you.