if i understand correctly you need to create a Stored Procedure in your SQL 2005 or later Databases.

Steps :

1 . Open SQL Server management Studio

2. Select you SQL Server Name and login to your instance

3. You can see left hand side you server name tree will be build and expand the tree you can see the list of databases

4. Expand your Database Tree you can find folder called Stored Procedure , Right click on Stored procedure and Select NEw Query window. and paste you T-SQL (Create Store procedure Code)

5. Make sure that you have the error free T-SQL

6. Press F5 , your command will executed sucessflully and will create a new stored procedure and you can see them in the Stored procedure tree in the Step no 4.

In case you are looking for this let us know breifly about your query.