How do I make a Linux or FreeBSD file an executable file?

You need to use chmod command which is use to change file access permissions as well as to setup an executable permission on file.

General syntax:
chmod +x file-name

For example to setup executable permission on a file called foo.sh (shell script):

$ chmod +x foo.sh

To execute file:

$ ./foo.sh

To setup executable permission on a binary file called bar:

$ chmod +x bar

To execute binary file:

$ ./bar