I downloaded squeak 4.2 http://squeak.org/ and watch this very basic tutorial
http://www.youtube.com/watch?v=0w1Yub4eUAU
When I type 2 + 2 in workspace window and select right-click the line I can’t get any popup menu with “do it” option.
Did I miss something ?

Depending on your platform and configuration that menu may be activated either by a right-click or a middle-click. For Squeak on Windows I believe the default is to middle-click.
If the default feels unintuitive you can invert the right and middle mouse buttons.
To invert the mouse buttons for the current image:
To invert the mouse buttons on the Windows VM:
You can also activate that menu by ALT-clicking or use the quicker ALT-d shortcut for “do it”.