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1. Download the file onto the desktop
2. open the terminal (Application → Accessories → Terminal)
3. write the following, note that $ means beginning of each line, saying it is your user but not root.

$ cd Desktop/
$ chmod u+x name_of_binaryfile
$ ./name_of_binaryfile

when you want to remove the program manually you should find the proper place similarly to this:

$ cd /home/user/
$ rm -R name_of_program/