I've tried to export to Linux in Gamemaker before and failed miserably. I'll try to give it another shot this evening. I'm really bad at Linux stuff, even though I have a Linux Mint Netbook. Maybe it can run using WINE?
I just tried and can't get it to export. I'm having the same problem as described here and the solution is just too much for me (using GM Studio 1.4), and it may not even work in the end if I try to do all that. Sorry :[
https://www.reddit.com/r/gamemaker/comments/848872/export_to_linux_from_windows/