Made this account just to reply. I recommend looking up Lutris, it lets you emulate and play .exe files, which are made for Windows. Works on almost every Linux distro, especially Ubuntu. Happy gaming! :)
Small update, turns out the Windows file contains a .sh file! That's basically an executable in Linux. Unzip the archive, go into your terminal, cd to the game's directory, then just type ./LamouraMersault.sh to execute it!