chmod + x --> this will give the file the execution permission.
so, for instance, lets assume your file is in Documents:
in terminal write ->
cd Documents
Now that you are in the right directory (same as the file), you give it:
chmod + x file.sh
and then you run it
./file.sh
TIP: you can drag your file with the mouse to your terminal, which is
equivalent of writing its full path:
/home/evrjo/Documents/file.sh
Usually running an application from terminal is excellent for troubleshooting
and finding out why it won't start. I assume it is because the file is
missing the permission the execute. If not, tell us the error output.