Somehow somwhere or in most of the stuff you need to make your shell file .sh or .bin file as executable. So to do that simple open the terminal and write the following command
chmod +x filename.sh
Well that gonna make your file executable which can be run from terminal by simple command
sudo ./filename.sh
There is another way of doing it through GUI, when you right click on the file and goto permissions tab then you get an option to make the file executable show as below :
Hope this helps you 
Cheers!!
Realin !
Don’t sudo execute shell scripts unless until you make sure they are 100% safe (not malicious). That and watch out for unsafe gnome and kde launchers you can get rooted in a poof, basically only one line of code separated by ‘;’ can root you in no time that is if the script is malicious and you execute it as root lol it won’t be cool at all
Thanks for the additional information
Appreciate it