Okay, different file manager or desktop manager, I guess. In my old Linux Mint 11 / Gnome2 system, if I right-click on a folder, there is an "Open as administrator" option:
On my notebook, Linux Mint 13 / Cinnamon, it's "Open as root". Not sure what straight Ubuntu (Unity? Gnome 3? Gnome 2? Other?) uses...
In section 2, you might try building the script (text file) in your home folder, then opening up a terminal window and using the "su" command to become superuser. Then copy it over to /usr/local/bin. Use the chown command to change ownership of the file, and the chmod command to change file attributes to executable by all (like in part 1).
(I'm an old MS-DOS 5.0 and Microware OS-9/6809 user, so I'm used to doing stuff like this on the command line...)
Also, in Terminal, you can type "man chown" to read the "manual" for this command to understand the command line switches/options and syntax. Similarly, "man chmod"...
I've played a little bit with Mint / KDE, Mint / LXDE, Mint / MATE, Zorin, and barely touched a couple other distros, and they're all pretty different with the details on the file managers, but all file managers pretty much expose the same underlying file system capabilities. So it's probably in there.......... somewhere!