#Assume the file is called some-app.run and is in the folder /home/user/Downloads. You will need to modify these instructions to fit your situation.

#1:
cd /home/user/Downloads

#2:
chmod +x some-app.run

#3:
./some-app.run

#if step 3 fails with a message including 'permission denied', try entering sudo ./some-app.run (you will need to enter your password for this).