This not really a processing question, but suggests to me you are new to using linux. Open a folder with your file manager. Use the right mouse button to click on the file. You get a menu with choice of apps to open with, processing won't be one of the options so create a new option with path to processing executable eg
- /home/tux/processing-1.5.1/processing
If you want to you can even associate an icon with the pde file, then you'll be back at home like you were on Windows or something, most people don't even now about the right mouse option (which is often useful on windoes).