That’s strange. libfmodstudio is included in the lib64 (or lib, if you run the game in x86 mode) directory included in the zip. Maybe you could check whether the directory layout is correct, i.e. when unpacking the .zip make sure to preserve the directory structure. With unzip on the command line, this would mean not using the -j flag.
I’m just guessing here, though. You could also run ldd Celeste.bin.x86_64 (or .bin.x86) and see whether any libraries are missing from your system (i.e. if any are reported as “not found”).