If you su to root, a root-only app should work within the terminal,
bit if the app is graphical, it calls on graphical resources,
and you may get error messages as it tries to open a window
in a nonprivileged user's X session.

To change a file's ownership, the command is "chown"
e.g. http://www.rt.com/man/chown.1.html

You may instead merely want to make it executable by you as an user,
in which case, the command is "chmod"
e.g. http://www.rt.com/man/chmod.1.html