The .asm (assembler) file has to be converted into machine language in order to be downloaded into the micro controller. This is done using a program called an assembler. The assembler we use is called MPASMWIN which is free as part of the MPLAB® IDE Suite downloadable from microchip.com. If you install, i would recommend installing the default custom installation. (the whole suite is big, download it later if you will use the features)
To assemble the code launch the MPASMWIN program browse for your .asm file, leave the defaults and click assemble. You may have a few warnings, these may be related to a format change during that happened during the cut and paste. If you don't want the warnings try reformatting the code (making sure the tabs are true to the original etc.)
This will create a few files in your folder, including