Glad you're enjoying it! 😊
So, without access to /etc or the like, you can point environment variables called SFP_DATA and SFP_GAME to the two directories, to avoid that error message.
Then you just need the binary file to be in your path somewhere.
So, off the top of my head (and not knowing your OS) you probably want to have the 'sfp' binary file in any directory that's in your path, set in your .bash_profile or similar file.
Once it's in the path it should just find the binary fine, and with the two environment variables set above, it should find the correct game static and dynamic folders and run your instance.