NOTE: These steps were created assuming you're using Ubuntu or Debian with the GNOME desktop, Nautilus file browser and GNOME Terminal. The instructions may be different for other distros and desktops.
2: Right click on the file and select "Properties > Permissions > Allow executing file as a program" and check the checkbox next to it.
3: Open the terminal/command line and drag and drop the file onto it. Hit enter and allow it to run.
Some terminals may not support this feature, so in that case you will have to provide the file path (Example: logan@lenovo-ideapad-3:~$ 'home/logan/downloads/debian_ubuntu_v1.0.sh')