Assuming you have booted the game on linux. You have to go to the properties of the second circle file that is 145k kilobytes and allow it to be excecated as a program. Then it can be run.
The screenshot you provided seems to show that you are running the game on a Windows Machine. If that's the case, you should get the windows version. If you are running it on a Linux machine, then yes, you open the file properties and tick the checkbox labeled "allow executing of file as program."
Just to inform you so it may help, my laptop's brand is LENOVO and it wasn't able to run the Windows version also I cant find the checkbox in the properties of the Linux file, should I send a screen shot of the properties of it? (also I am so sorry for troubling you with this)