Solution 1:

A better solution is to create a Desktop launcher, passing the full file name to the shell, like the below example.

[Desktop Entry]
Type=Application
Encoding=UTF-8
Name=Run Executable
Comment=Run Executable
Exec="/bin/sh" -c %f
Icon=application.png
Terminal=false

Save it under any name in ~/.local/share/applications
After this, open Nautilus, select the executable file, open the content menu by right-clicking and select the new launcher in "Open With Other Application' dialogue.
Thus, you can launch quickly any executable file.

Solution 2:

I have the same problem. When I click on compiled executable in Nautilus (Files 3.20.4), I got the message:

there is no application installed for "shared libraries" files"

There are two workarounds.

  1. Just create a one line script in the same directory:

    ./my_program
    

    and set Allow executing file as program in Nautilus. (Or add +x via chmod.)

  2. Open this directory in Terminal and run there. (or drag and drop the file from Nautilus to Terminal)