Hello Gabriel,
X11 has nothing to do with sketch. It is not a GUI-based editor.
Nothing happens because the command ./sketch will run the program in a
way where it expects to read your Sketch program from the standard
input.
If you type instead
./sketch myInputFile.sk
then myInputFile.sk containing Sketch language code will be processed
to generate LaTeX output, which you can include in your documents.
If you'll just spend a few minutes reading the Sketch documentation,
you'll find all this and more explained in the first few pages.