i really wouldn't run an executable unless you ultimately trust it, or you know exactly what it's doing, but tha'ts just me.
open it in a text editor, if it's readable, and the first line begins with #!, then a file, make sure you have that interpreter, and the path is correct, then it'll run
if it's not readable, but the first few chars are ELF, or possibly OUT, then it's a linux executable, and it'll run
to execute it, chmod o+x it, then type ./filename
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