> When, in Linux, I click in the netbeans sh file for install I receive the message "Could not open the file /home/........netbeans-8.2-linux.sh."
> gedit has not been able to detect the character encoding. Please check that you are not trying to open a binary file. Select a character encoding from the menu and try again.
> default option is autodetect. If I choose current locale UTF-8 or Western and click retry I receive the same error message
Is that script executable?
The shell also burps on scripts having Windows line endings (CR/LF) instead of Linux line endings (LF). You should check that as well.
> Not sure I undretsand your question, I am rather a beginner in coding, but I did everything by the book: downloaded the sh file from netbeans website and doubleclicked on it for install
Then most probably you need to make that an executable file, e.g.