I suppose, that your question is not related to the game or the way it was built.
Here's the way I run games on Linux:
1. Extract the game archive to any directory (probably, under your user home directory) using GUI archive/file managers
2. Goto the dir and find out what file is the game's executable. `cd /home/username/games/iwokeup`
3. The simplest way is to try to run the file from a terminal emulator. ` ./I\ woke\ up.x86` (you could press tab for autocompleting filenames)
4. Some files may require permission to be executable (the system will throw error permission denied), to grant so, run `chmod +x filename.sh`. Then goto the 3rd step.
You could also do the same things using your GUI file manager, but the way can do it depends on the specific software and anyways seems less handy to me.