Normally, you must give execution permissions to the game binary, this will depend on your distribution, but it is usually:
chmod +x <filename>
The binary is usually the name of the game without an extension or a .appimage
If you have problems, it is best to consult directly on the game's page and indicate your Linux version.
If you use Linux, it's best to learn how to use the terminal.
And yes, the command I gave you is to be used in a terminal, after giving it permission to execute, you simply have to enter the name of the executable and press enter.
Depending on the Linux distro and graphical environment you use, you may be able to do the same with the mouse.
You can try right click -> properties -> "permissions" tab -> check "is executable"
And then with a double click it should run.
You need to replace <filename> with the name of the executable you downloaded.
For example, if the game is called "andromata" and when you download it and unzip it, you see a file called "andromata", your command should be like this:
chmod +x andromata
and then to run
./andromata
EDIT: What is the game?
Sorry, but 700 MB to download is not something I can afford just to have a look at the files.
If the game is called "nix", then the executable is probably called "nix" too.
I saw that you asked on the page and I see that the author usually answers, so you better be patient and wait for the author to answer you.
Good luck.
