Running your exe from the command prompt
If you are in the same directory:
./myexefile //The '.' says 'in this directory'
If you are in another directory:
If you need root permissions (e.g. your application uses IO control) then add sudo in front of the command to elevate the command permissions to the root user level:
To forcibly stop the program use CTRL+Break
'Segmentation Fault' Error
Did you forget to use sudo to elevate the permissions?
Running your exe from the GUI LXTerminal
As above, but to forcibly stop the program use CTRL+SHIFT+C
Auto running your exe