ls -l filename will tell you if filename has execute permission (x) which is somewhat of a clue, although, of course, people can create a file with every permission in sight for no reason at all when it is just a text file.
ls -F helps a little, by telling you which files are links and directories! Mostly, you know the name of the program, so you can just execute it in a plain vanilla X windows window, without a START menuue, icons, shortcuts, little descriptive messages, etc. -- you know like you know that words mean and can be used for what, in advance, when you start talking out a sentence. Unix i a lot link natural language - more effort at the beginning to make an infinite number of different kinds of commands for different jobs easy later. ``In Unix easy things are hard and hard things are easy.''