All you have to do is extract his package, right click, extract. Then mark the binary executable:
chmod +x RigolBildschirmkopie
Or right click, Permissions, check the "Allow this file to run as a program" Or however Ubuntu states it.
Then just double click.
If your running 64bit, you might need glibc.i686, run from a console window to see output if double clicking to run fails.