A UNIVERAL LINUX BINARY!!! Google linux installers use .bin files that you install by doing Why can't we use that type of installer with all software for linux?
you can run a pre-compiled binary by changing the directory and executing it. for example, i want to open a binary file called "sauerbraten_unix" located in the "/home/foo/sauer" directory. that is it. you dont have to install it or anything. optionally you can write a script that contains this: then just save the file on your desktop and pick an icon for it. now you can double-click it and run it without typing anything. (provided it has executing permissions). of coarse, you could just install binaries from a repo and not have to do anything at all. just open your package manager and select what programs you want. it will put icons in and do everything for you.