A .c file is source code for a program written in the C language. You need to run a compiler to generate runnable code on your system.
You’ll need a compiler, such as gcc, installed and then you’ll need to run

gcc aesO.c

You may need other arguments to gcc, depending on the code. If it doesn’t work, you should probably talk to your professor or TA (or a classmate who’s taken Computer Science courses) for more specific instructions