In general, you need to unzip the downloaded game archive to any place you want. Then, locate the game's .x86_64 file and follow these steps:
- Right click the file
- Choose 'Properties'
- Go to the 'Permissions' tab
- Tick 'Allow executing this file as a program'
- Close the dialog
Now, you are able to run the game's .x86_64 file and play it normally.