Hello, I also downloaded for linux, there are two files and one folder there.
These two files, AShortHike.x86 and AShortHike.x86_64 are executables, however by default they are not "runnable".
If you're using Ubuntu (or OS with GNOME DE I think), right click on these files -> properties -> permissions.
In the end there should be a checkbox about "allow execution of the file as executable" or something like that (like in the gif, however I'm using the portuguese translation of Ubuntu :v)
Check this and double-click (or right-click-> run/execute) in either AShortHike.x86 or AShortHike.x86_64.
AShortHike.x86 it's for 32bit systems and AShortHike.x86_64 for 64bit systems.
However my game it's widhout sound, still trying to figure out why.