I just load the G Code File and run it from there.
But you can make a custom button if you want to do that as well.
Save your Spindle warm up program as O9001 (as an example). Save it in the "Subroutines" folder in the Mach4 Directory
Make a button on your screen and in the button's Clicked Script put following code in:
local inst = mc.mcGetInstance()
mc.mcCntlMdiExecute(inst, "M98 P9001")
The only thing you need to do different in your spindle warm up program is to have an M99 at the end instead of an M30 so it will return to the button press and stop from there. Weird I know, but that is how it works for me when I run sub programs from a button press.
Or just save it and run it is as a G Code file.