What distro are you running?
If in the future you do just wanna play the game by double clicking an icon, open up your terminal and run this:
nano ~/Desktop/DDLC.desktop
and paste in this:
#!/usr/bin/env xdg-open [Desktop Entry] Version=1.0 Type=Application Terminal=false Exec=~/DDLC/DDLC.sh Name=Doki-Doki Literature Club Category=Games
then, finally...
chmod a+x ~/Desktop/DDLC.desktop
