Linux beginners sometimes brings the command line to despair. There you have it clearly in Midnight Commander or in the directory listing that a program has a specific name. For example, setup . If you enter it then nothing happens.
The solution of the problem: In many Linux distributions, you need the file name ./ (dot and slash) in front if you are currently in the directory where the file is stored. So you have to type ./setup in the command line.
This is the result of a security setting that makes it difficult for malicious hackers to launch a program externally.