--script
;; filename.lisp
(print "hello world")
$ sbcl --script filename.lisp
"hello world"
$
--load
;; filename.lisp
(defun sum (list)
(if list (+ (car list) (sum (cdr list))) 0))
$ sbcl --load filename.lisp
#<some preamble about sbcl you can ignore>
* (sum '(1 2 3 4 5))
15