I'm using 32-bit Slackware 14.1 and my desktop environment is Xfce

My question is how to execute scripts files or c/c++ or python files

I've tried to edit /usr/share/applications/mimeinfo.cache

I added the line: application/x-executable=exo-terminal-emulator.desktop

Although there is the terminal emulator in recommanded application ,when I double clicked a program or script it's not working in terminal,it's just executed

To see the screen shot, go here:

http://tinypic.com/r/28t8ej9/8

Referring to your uploaded image,
You can see there is an option known as
"Use a custom command"
at the bottom of dialog with drop down arrow at left.

Just use
xfce4-terminal -e
in the text box.

Keep enabling
"Use as default for this kind of file."

Theory:Actually what you are doing is you are trying to execute script/program by

xfce4-terminal programname

But actual command to execute a program in terminal is

xfce4-terminal -e programname

Result: Hence you need to give it a custom command.

More:
You can use
xfce4-terminal -H -e programname
to hold the terminal. So that it doesn't close when program closes, rather wait for you to close terminal.

More Info:
man xfce4-terminal

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