how do i use a linux executable file
 

some of the programs that i downloaded are launched with a linux executible file and i don't know how to make it work, how do i execute it double clicking doesn't help it just asks me which program i would like toopen the file with

We need more specific info. Start with one 'program'; tell us what its called and where you got it from. Give us step by step what you tried (exactly) and paste any msgs.

Open a terminal, use the "cd" command to reach the good path and execute the application with ./file_name

you may have to do
chmod 777 <filename>
before being able to execute the file (it will give you "permission desined" error when it fail to execute).

can you give me an example of the command

Open a terminal,go to the location of that executable and run
What was that executable file?

unetbootin