I'm running on Linux Mint and I can see the fmodstudio.so files are present in the zip. Only x86_64 architecture is supported I'm afraid.
1. Run
uname -m
If this returns aarch64 (or anything other than x86_64) that's the problem
2. From the extraction directory dwerg-saga-linux run
ls -la libfmodstudio.so* libfmod.so*
If the files are missing entirely or only the symlinks are present but broken (pointing to missing targets) there's a problem with the extraction tool used to unzip the game. If the files are missing executable permissions from the extraction directory dwerg-saga-linux run
chmod +x *fmod*
3. System library dependencies. Run
ldd ./libfmodstudio.so.11.8 2>&1 | grep "not found"
FMOD depends on libasound.so.2 (ALSA) and libpulse.so.0 (PulseAudio). On a minimal Ubuntu install these might not be present. If ldd shows missing deps, the fix is to run
sudo apt install libasound2 libpulse0
4. Working directory
Are you running the executable from the directory where the .so files live, or from a launcher/shortcut with a different working directory?
5. LD_LIBRARY_PATH
echo $LD_LIBRARY_PATH
Try adding the game directory to LD_LIBRARY_PATH.