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For questions on connecting to the machine and other details of use, check out the Stampede User Guide. Also look at this page on setting permissions on your files and directories.
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The programs scp and rsync can be used to move files to and from Stampede. Keep files in $WORK or $HOME on Stampede.
Running Pythia and Delphes
Pythia and Delphes 3 are part of the Madgraph installation. They will be automatically run as part of bin/generate_events if the cards pythia_card.dat and delphes_card.dat exist in the Cards directory. A Delphes card for 140-pileup ATLAS is part of the template so will be in your Cards directory; you can copy it to delphes_card.dat. However this will not handle pileup.
Making a gridpack
It's great to have Stampede, but we may need to run the generated Madgraph code in other environments. In particular it appears that the Snowmass effort is trying to collect Madgraph codes for various processes. One way to make a distributable version of a Madgraph run is to create a "gridpack." These are frozen versions of the code (no parameter changes allowed, integration grids already fixed) which can be easily run on Grid sites.
To make a gridpack, ensure that you're happy with the cards for your process, then edit Cards/run_card.dat to set .true. = gridpack. Then run generate_events as normal via a batch job (you probably want to set it to generate very few events). This will produce a file in your output directory called something like run_01_gridpack.tar.gz. Now you can follow the instructions under Submitting Madgraph gridpacks to Panda to run jobs on the Grid.