First run fails because you don't have sufficient permissions; usually you're supposed to run that sort of things as root. Second run would be all right: sudo would run the script with root privileges, but in this case it says the user you're doing this as is not in the sudoers file. That means nobody (i.e. root) has not granted you any permissions to use sudo. Edit /etc/sudoers as root and add your user or a group the user is in into that file (with options as you need) and that should be fine..just be careful with the syntax, because a bad syntax sudo file might prevent all users from running anything with sudo (so if you did not have root account enabled and no users who could write to sudoers without sudo, you'd need to circulate the root account locking).
To run the script, becore root first (this is up to the distribution setup; if sudo is configured, you are encouraged to use the 2nd method you tried, sudo, but if that's not the case, you'll probably need to become root -- log in or use su).
After this you are asked for root password (sudo only asks your personal user password), and once you type it in, you should become root. The "-" in the end causes the environment to become that of root too; in some cases it matters (especially if some binaries, or sbin/ directories, are not in regular users' $PATH variable that root would need).
Now that you've temporarily become root, run the script:
and see how it goes. There is of course no .exe file because this is not Windows
Though since you use Fedora, you should maybe install the codecs trough the package management application rather than "manually". Eases up upgrading and keeps system cleaner..for that you should find out what reposities you need (where the needed codecs are) and what packages you exactly need. Totem itself is a front-end so you don't probably find codecs for Totem, but you need to find out which engine Totem uses to play the videos; typical ones are Xine or GStreamer. See the settings for example; once that's clear, seek for plugins/codecs packages (in your package manager, graphical or
yum in command line) for the engine (Xine, GStreamer, ..., whatever it is that Totem uses) and install them - after that it should work, and you don't need to get your hands dirty running installer scripts or anything (just point and click).
