.sh file extension), Python script files (.py), appimages (.appimage), among others.To make the file executable, follow the following steps:
1: open the file properties dialog of the file that you want to make executable.
2: click on the Permissions tab.
3: check "Allow executing file as a program." You can close the dialog now and it will be executable.
Note: on Linux Mint's Nemo, it's not necessary to click on a "Save" button as the change will be saved automatically, but the behavior in other file managers may vary.
Observations
Why not labels?: I can't imagine the confusion someone would have looking at these permissions without knowing what they stand for. If you look at the dialog, you have "Owner, Access, Group, Access, Access." Two "Access" one after the other. Why does group have two? It doesn't. That's the access for others, users not belonging to the specified group who aren't the specified owner. Why doesn't it have label that says "others" then? An absolute mystery!
See [What Read, Write, and Execute Permissions Mean on Linux] for more information.