The publisher of Blue Griffon does not make their application's user manual freely available; it must be purchased. Therefore, these instructions are provided on a 'best available' basis.
Open the Nautilus file manager by clicking on the file drawer icon. Look in /usr/share/applications and in ~/.local/share/applications for bluegriffon.desktop. Once found, please right-click on it and check its Properties. It should be set as Executable; if it is not, make it so.
Alternatively, open a terminal window, change to the bluegriffon directory and launch the app with