Please attach a screenshot of error.
I installed KDE Neon on the virtual machine. I have everything working correctly.
Open the screenshot in the new tab to see the full size.
In your case, it will be difficult for me to identify the root cause of the problem, as the OS does not give any response. I can only assume you’re launching the wrong shortcut (InAnotherWorld.sh is right) or your OS has some restrictions on running . sh files.