Proxie is correct: the exact steps depends on the distribution and probably desktop environment that you are running. When you ask for such help you should provide the information on which of these you are using. There is also generally more than one way to do anything on a Linux desktop or laptop. The following should work on most Ubuntu distributions and possibly others.
The first thing is to download the game (Linux version of course) and extract the files. How to do this depends on the browser and desktop environment that you are running. Open the folder in a terminal (or navigate to it). Type the command "chmod +x ./Game" . This registers the binary file as an executable. Now to run the game, open the folder in a terminal and type "./Game" These commands are case sensitive.
If you are having difficulty then, please, ask about it. When you do try to include information about your distro (Ubuntu, Fedora, etc.), your desktop environment (Gnome, KDE, etx.), and your browser (Chrome, Firefox, etc.) if appropriate. Also, if you could specifically include what step you are having an issue with, what you have tired, and what any error messages say.
If you are not familiar with how to use the terminal in Linux, it is essential that you learn some basic tasks with it even in the most user friendly set ups. There are numerous tutorials and guides for beginners to introduce this. You can use Goggle to find one that works for you.