That sounds like the usual problem that Finder doesn't recognise the executable correctly. There's an empty bundle in the project which you can use:

In the root of the project you should see a folder called XaraLX.app. Copy (or move) your executable into XaraLX.app/Contents/MacOS and then run XaraLX.app.

cp XaraLX XaraLX.app/Contents/MacOS
open XaraLX.app