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:

/home/pi/projects/myexefile

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:

sudo ./myexefile

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

See here.