I'm not sure I understand the question. You want to open Terminal, run an "ls" command to get a list of files, and then run script files by clicking on them? I'm not sure this will work. You could maybe do it by selecing the filename, typing the name of the appropriate interpreter followed by a space, and pasting the script filename onto the command line, but unless the script filename is particularly unwieldy it would probably be faster to just type it.
I haven't yet made it to the MacOS X Missing Manual in my reading pile, but the typical Unix paradigm as you probably know is that you run scripts by typing the name at the command line, preceded by the name of the interpreter. An example would be "python deleteWindows.py".
You could probably run scripts in Finder by clicking them, though, because the Finder probably knows which program to associate with ".pl" scripts.
Maybe Apple added some magic I don't know about, though.
Crikey