>>105881661
I ran it with sly with no problems. I started with this code:
(defpackage "APP"
(:use :clim :clim-lisp)
(:export "APP-MAIN"))

(in-package :app)

(define-application-frame superapp ()
()
(:panes
(int :interactor :height 400 :width 600))
(:layouts
(default int)))

(defun app-main ()
(run-frame-top-level (make-application-frame 'superapp)))

Then in Emacs, I did `M-x sly`, compiled the source with `C-c C-k` and typed the following into the REPL:
(ql:quickload :mcclim)
(in-package :app)
(app-main)

Slime should be able to do that too. Can you post the relevant parts of the error message you received?