I'm actually using sublimeText3 with mavensmate to code in apex. But i don't know how to execute anonymous block of code. Does anyone try it out?
In the mavens mate server open a project
In upper left hand corner click on the open menu (3 lines)
Select Execute Anonymous
IMHO there are much better alternative out there now than MM/Sublime. I once loved MM/Sublime but I found IntelliJ Idea w/ Illuminated cloud. Others include aside.io, The Welkin Suite (wish had a mac version), etc
Using the MavensMate app, quite sure, it's using the "Execute Apex" option. But it is not compatible with last few API's https://github.com/joeferraro/MavensMate/issues/602