The Atari 2600 examples found here are inspired by the excellent Learn Assembly Language by Making Games for the Atari 2600 course by Gustavo Pezzi.

Put dasm somewhere on your path. cd to directory with assembly file and

dasm <filename>.asm -f3 -v0 -ocart.bin

Install stella. cd to directory with cartridge file and

stella cart.bin

For further options, see stella command line options

To compile and run a program in a cleanmem directory, for example, from project root directory execute

cd cleanmem && dasm cart.asm -f3 -v0 -ocart.bin && stella cart.bin

or

cd cleanmem && dasm cart.asm -f3 -v0 -ocart.bin && stella cart.bin -debug

if you want to jump in directly into the debug mode.