The file could be lying about where it is creating files, or why it can't create them. It could be that the directory has the wrong permissions to create the files as the user you're running the .bin file as, for example.
A .bin file is just a plain script, although it usually includes a uuencoded binary archive to be extracted, so there's no standard way in which they work. It might help to know where you got the .bin file from, and possibly even see the file.
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