In pretty much any file manager on Linux you can right-click the file, select Properties, choose the Permissions tab, then click a checkbox to make it executable, or you can use the chmod command in a terminal; sudo chmod ugo+x /path/to/game/SpaceCorpsXXXv2.x.y.sh (Exchange with correct path to the game, and the correct numbers.) This makes the file executable for the current user, the current user's groups, and all other users.