This article, while brief, is worthwhile. Note, however, that a missing step may be the need to change the permissions on the .run file to allow it to be executed.
To change the file’s permissions, if needed, in terminal you can do a
chmod a+x file name
Where filename is the actual name of the file. Or, you can right click on the file in file explorer and select Properties from the context menu. Next go to the Security tab, then check the box for Allow Application to be Run as Executable.
Hope it helps, and happy app hunting.