you need to install it on computer and you need to install steam through the steam website and within tools inside steam install proton experimental then run LinuxStart.bin or LinuxStart.sh within the lonarpg folder
Reason i say all this is because you need to install a compatibility layer either wine or proton to get the game to start on linux
Actually join the discord with RoomLinks.zip and talk about it in the Linux nerd channel since its easier for me to help you in real time there.