Thanks for checking! I had fixed that about an hour later but your download was even faster. The executable should be ./Heroine'sQuest, and the speech.vox file should be in the data/ folder.
Viewing post in Heroine's Quest: The Herald of Ragnarok v1.2.9 comments
As a GOG user I also checked and rated of course the GOG version.
While the recent update there (probably at the same time with the update here) looks like it added the voices in the linux version (at least game's size wise) in game there is no way to hear them.
Also the speech slider in the settings panel is "disabled".
Not a big problem for me personally since I prefer zip files instead of installer, but I though you should know.