In nautilus filemanager, when you right click testdisk_static select Properties. In the Property dialogue, that comes up go to the tab Permissions there check the box that says Allow executing file as program. Once you have done that, you can double click on testdisk_static in nautilus and tell it to run the program if testdisk as a graphical user interface.
If it has no GUI, you will have to run it in shell. You can do the following:
cd PathToTestDisk # go to direcotry testdisk is located
chmod +x testdisk_static # allow for the binaries to be executed
./testdisk_static # execute program
Edit your question with the exact problem if that doesn't work.
If you want testdisk to show up as a regular shell command you can create a symbolic link in
/usr/local/bin like this:
ln -s /Path/To/Test/Disk/testdisk_static /usr/local/bin/testdisk
In order for this to work, you must use absolute paths on the first argument.