There are no applications that must be called from a certain directory. Either place the executable in your $PATH, or specify the full path to the executable in your command.
I have downloaded a software (called samtools) and it is stored in a folder on my desktop.
I just untarred a source code of C++ files containing many .cpp, .outs and other header files.
Now in this file is the executable named SHINE
and I wish to test this executable.