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I know that the files are just codes written in C++, and the algorithms are in C++ and I don't think it is a "program". So I am not sure that typing "SHINE" will bring up the commands... or man "SHINE" still fails.
SHINE is probably a text file, not a binary. It's easy enough to find out with
. If you see text, it isn't a binary file. If you see random ASCII characters, it may be.
Linux does not search the current directory for executable files. If you want to run a script or binary in the current directory, preface the filename with ./, as in ./SHINE to force the shell to look in the current directory. Linux is not Windows, which looks in the current directory by default. Different operating systems, different philosophies.
Usually, an archive of source files will include a text file named README or perhaps INSTALL (or both) giving instructions for building and installing the package. Lacking those, I would look for an executable script called "configure" in the top directory. If that exists, running "./configure --help" should give a list of configurations options. Then, running "./configure" with whatever options you deem necessary (perhaps none) will examine your system and configure the source for building. Then, simply running "make" should build the program, and running "make install" will install the resulting program(s). That last step typically need to be done as root. None of the other steps should be done as root.