Here's some steps:
1, Open Terminal (CTRL + ALT + T)
2. Enter on the directory of the game (to see the directories use "ls" and to enter use cd)
3. Run "unzip ddlc-win.zip"
4. Run "cd DDLC-1.1.1-pc"
5. Run "chmod +x DDLC.sh"
6. Now if you want to open the game just run "./DDLC.sh"