To run your script by double clicking on its icon, you will need to create a .desktop file for it:

[Desktop Entry]

Name=My script

Comment=Test hello world script

Exec=/home/user/yourscript.sh

Icon=/home/user/youricon.gif

Terminal=false

Type=Application

Save the above as a file on your Desktop with a .desktop extension. Change /home/user/yourscript.sh and /home/user/youricon.gif to the paths of your script and whichever icon you want it ot have respectively and then you'll be able to launch by double clicking it.

Specifically, for your situation, you need to do:

1. Create a script that runs mono LOIC.exe. To do so, create a new text file with these contents:

   #!/bin/bash
   
   mono /home/logan/.loic/LOIC.exe
   
   

   Save this as /home/locan/run_loic.sh and then run this command to make it executable (or right click => properties and choose "Allow executing file as program"):

   chmod +x /home/logan/.loic/LOIC.exe
   
   

2. Create a .desktop file that launches that script. Create a new text file on your Desktop called run_loic.desktop with these contents:

   [Desktop Entry]
   
   Name=Run LOIC
   
   Comment=Run LOIC
   
   Exec=/home/logan/run_loic.sh
   
   Icon=
   
   Terminal=false
   
   Type=Application