コマンドを実行させるときは、コマンド行にカーソルを持って行った状態でShift key と Enter key を同時に押す。

f[x_,y_]=Sqrt[1-x^2-y^2]

G=Plot3D[f[x,y],{x,-1,1},{y,-1,1},BoxRatios->{2, 2, 1},MeshFunctions->{#3&},Mesh->5,Boxed->False,Axes->False,PlotStyle->Opacity[0.2]]

Ax=Graphics3D[{Arrow[{{0,0,0},{0,0,1.4}}],Arrow[{{-1.2,0,0},{1.2,0,0}}],Arrow[{{0,-1.2,0},{0,1.2,0}}],Style[{Text[x,{1.3,0,0}],Text[y,{0,1.3,0}],Text[z,{0,0,1.5}]},Large]},Boxed->False,Axes->False]

Pt=Graphics3D[{{Red,Point[{0.5,0.3,0}]},{Red,Point[{0.5,0.3,f[0.5,0.3]}]},{Red,Point[{0,0,f[0.5,0.3]}]},Text["P",{0.5,0.3,f[0.5,0.3]+0.1}]},Boxed->False]

L=Graphics3D[{Line[{{0,0,0},{0.5,0.3,0},{0.5,0.3,f[0.5,0.3]},{0,0,f[0.5,0.3]}}],Line[{{0,0,0},{0.5,0.3,f[0.5,0.3]}}]},Boxed->False]

Show[{G,Ax,Pt,L},ViewPoint->{13, 24, 20}]