.run files are usually scripts. You can open them with text editor to see what is inside. In most cases, double clicking them should either run, or prompt asking you whether to run.
If the GUI does not provide an option to run them,
- Open a terminal ( Shortcut Ctrl+Alt+T )
- Change directory. Type
cd /path/to/file and hit Enter
ls -l <file-name>.run and see the output.
- If you dont see a 'x' in the first collumn, Type
chmod +x <file-name>.run and hit Enter
- If you see something like
-rwxrwxr-x , skip to next step.
This is to check if the file is executable, and make it if it is not.
./<file-name>.run and hit Enter