You will need to modify the file permissions to add the executable bit on these files apart from
HelloWorld.java
You can do this using
chmod +x fileName
e.g.
chmod +x bashHelloWorld
./bashHelloWorld TheProductiveDeveloper.net
./java-please.sh
java -jar javaHelloWorld.jar TheProductiveDeveloper.net
./java-no-thanks.sh # to delete the compiled files if you want
./jsHelloWorld TheProductiveDeveloper.net
./phpHelloWorld TheProductiveDeveloper.net
./pyHelloWorld TheProductiveDeveloper.net
./rubyHelloWorld TheProductiveDeveloper.net