Uh oh. Dude, this is gonna be hard.
You need to unpack game archieve, run linux command console and print stuff.
And need to have Java installed.
If you're totally new i suggest starting from this
https://ubuntu.com/tutorials/command-line-for-beginners#1-overview
After getting a bit familiar with console stuff, you need to install Java (if you haven't yet), change path to your game folder and print stuff like this
java -Djava.library.path=native/linux -Xss50M -jar lewdmaze.jar
To run the game