itch.io

if you just don’t understand Linux right now it is probably best to use the android version as it will be easier to set up and use until you learn what you need to do for Linux. I can’t help with Linux as I have tried Linux myself and also cannot use it, I just use android versions except on this I downloaded it on my desktop

i think this is  Unity's fault. it doesn't set the x-bit on the executable, which would tell the system that it's okay to execute the file.

if you haven't already, extract the archive.

most gui file managers have an interface for the read-/write-/executeable bits in the file's properties dialog, which is probably reachable by rightclicking the file. the two i have installed (Thunar & Pcmanfm) have a "Permissions" tab. there should be a checkbox or a some other gui element about execution or execute.

the ultimate solution for any Linux distribution: open the directory in a terminal emulator and run "chmod +x NSaFN*.x86_64". ('*' wildcard so it's valid for future versions.)

if its made in renpy try ./Filename.sh theres a file whith .sh right click on it then type ./filename.sh in the terminal it should start the game

if its made in unity i cant help you with that on the commands i think the unity app would be fine