and nothing would happen. No error message, just nothing. To say the least, that doesn’t lend itself to troubleshooting.
Try again on a live USB sometime.
I suspect that the problem here is that programs on Linux are not executable by default, for security concerns. You have to adjust the permissions, usually using the command chmod +x filename to mark them as able to be executed. But, often you no longer need to to this, and many Linux distros/desktop environments will now prompt you when you double click, if you would like to execute the file and mark it as executable. Then it would work.
But if you were using a distro from before that was a feature, then you might have hit that papercut, where nothing happened.