Default file ending in Mac, Linux and Windows to run executable in the shell/terminal

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http://stackoverflow.com – I created executables of a python script (via pyinstaller) for Mac, Windows and Linux. For Linux and Mac, I am running them in the shell since it doesn't have an own interface: just open a shell and type the name of the program. I am wondering if there is a way to use certain file ending so if the user clicks on the program, it will be automatically executed in the shell or terminal. Alternatively, I would appreciate any other ideas of how to do this. (HowTos)