Geez, we've been thru this a couple of times already.....
You open/load the .hex file into the programer software (mikroProgSuite). That software then connectes to the hardware device programmer which is on the EasyPIC7 board and you use it to "download" the .hex file into the PIC.
I'm sure there's a manual or help file available for the that software if you need it.

If you haven't had the 12F509 running on the EasyPIC7 board make sure to read the manual (for the board) on how to set the board up for that device.

/Henrik.