You need to make binary files executable because they don't (usually) get them by default when you download them.
Type (you might
need to be root, but try without first - you'll need to be root to install for all users anyway):
chmod +x filename.bin
obviously replacing filename.bin with the file you want to run. Then run it with:
The ./ is important because by default the path doesn't check the current directory for security reasons.
Also, not sure if you know, but rather than type out the long filenames linux programs often have, you need only start typing and then press [TAB]. Pressing once will finish the filename if it's the only possible solution, pressing twice will suggest all possible endings if there are several files that start with the same letters.