Well, casey beat me to it. By default anything you’ve grabbed from the internet or a flash drive won’t have execute permissions on it, so it’s intentionally more obtuse to run than Windows’ simple “Are you sure you want to run this unknown publisher” dialog.
I mean you can just execute anything from the primary Linux interface - the commandline. It seems equivalent.
chmod +x file
./file
Well, casey beat me to it. By default anything you’ve grabbed from the internet or a flash drive won’t have execute permissions on it, so it’s intentionally more obtuse to run than Windows’ simple “Are you sure you want to run this unknown publisher” dialog.