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If your file manager doesn't support opening your folder in a terminal, open a terminal somewhere else and type in

cd "/path/to/DDLC"

and replace  "path/to/DDLC" with your actual file path to DDLC from your file manager address bar. The quotes are necessary if your file have spaces in it.

Then, when you are at the DDLC folder, run

./DDLC.sh

The . (dot) at the beginning is important, as it tells the terminal to run the file named DDLC.sh at current directory.

Technically, you might be able to openn it with the terminal in this way: if you open it it might open up a terminal where you can type

./DDLC.sh