Actually, the command "chmod 755 xampp-linux-*-installer.run" works well (due to the meta placeholder '*' ).
But OF COURSE you have to change directory to your Downloads folder (you said, you downloade the installer into your Downloads directory):
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cd ~/Downloads
chmod 755 xampp-linux-*-installer.run
sudo ./xampp-linux-*-installer.run
Surely one can demand a little bit of thinking?