That does seem abit odd. I checked it out and did see a couple of possibilities.
The one called
nvu might work if you use the command:
./nvu
There is also a file that looks something like
run.mozilla.sh ??? I can't remember exactly how that one is titled but you can run those files with the command: sh run.mozilla.sh
Or you could go back to the download site and get the rpm files which should be easy enough to install using the command:
rpm -Uvh nvu-1.0.rhel4.fs.i386.rpm
http://nvu.com/download.html
# nvu-1.0.rhel4.fs.i386.rpm - RedHat Enterprise Linux 4,
Fedora Core 3 and Fedora Core 4. It includes the kde icons in site-manager and requires kds libraries. Contributed by Fridrich Strba.
# nvu-1.0-1_nokde.rhel4.fs.i386.rpm - RedHat Entreprise Linux 4,
Fedora Core 3, and Fedora Core 4 without KDE. Contributed by Fridrich Strba.