No worries, if you're creating on Windows, it's something that's out of your power to change because Windows' File System works entirely differently and doesn't "know" something like an "Executable Bit" - as Linux and Mac OS do.
So, it's easy to set the executable bit - in many Linux Distributions, you don't need to use the Terminal to set it, but just right-click the file, and then set the permissions in the "Properties" Menu.