How to configure Double click to execute shell script on Centos / Ubuntu GUI

 To do this:

• Configure dconf-editor (sudo yum install dconf-editor)
• Open dconf-editor, and navigate to the /org/gnome/nautilus/preferences menu.
• Under "executable-text-activation", change "Use default value" to OFF, and "Custom value" to 'launch'. (See the image)
• exit dconf-editor.

Now, double-clicking on a script, or a symbolic link to a script, will execute it, rather than opening up the file with gedit.

Option 2: Excecute the below command in a terminal:

gsettings set org.gnome.nautilus.preferences executable-text-activation launch 

After changing the above preference, To create a shortcut to your script:

$ cd $HOME/Desktop

$ ln -s $HOME/bin/myscript.sh MyScript

To apply the settings system-wide for all users:

[root]# cd /etc/dconf/db/local.d/

[root]# ls

locks

[root]# vi 01-executable-text-activation

# dconf path

[org/gnome/nautilus/preferences]

# GSettings key names and their corresponding values

executable-text-activation='launch'

1. Update the system databases:

   # dconf update

for further reading: https://help.gnome.org/admin/system-admin-guide/stable/dconf-lockdown.html.en