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Hi there fujirose!

Sorry for the late reply. Make sure you've downloaded the Linux version (0.2.1). The Linux version does not include a .exe file like you mentioned, and instead has a .x86_64 file. It's possible you downloaded the Windows version of the latest Dev Build (0.2.2).

Starting the .x86_64 file requires you to mark it as a program, and then run through the terminal. Depending on your distro this may look different, but this is what worked for me (Look for Kiri's answer):

https://askubuntu.com/questions/365353/unable-to-open-x86-64-or-x86-files-on-ubuntu-13-04

https://askubuntu.com/questions/35478/how-do-i-mark-a-file-as-executable-via-a-gui