How Do I Execute the Stats File in Spss 21?

You can just copy/paste the text in the stats file to the terminal, by drag and drop. This works for me on 14.04.

Unfortunately, SPSS for Linux does not come with a menu entry or file associations.

To start SPSS, you have to open a terminal and execute

/opt/IBM/SPSS/Statistics/21/bin/statistics

for version 21. For other versions, replace the "21" by the correct version number.

I wasn't able to open a file by appending the file name to the command.

Alternatively, you can create a menu entry yourself. Create a file SPSS.desktop in ~/.local/share/applications/ and put into it

[Desktop Entry]
Type=Application
Name=SPSS
Exec=/opt/IBM/SPSS/Statistics/21/bin/statistics

You can add other fields; for example I added Icon=view-statistics, which gives me a histogram-like icon, but whether that works for you depends on your installed icon sets; this one seems to come with KDE.