How do you run it? I have never heard of lyx, lnx, or o files!
It is an Atari Lynx cart image, you can paly it on a real Lynx programming an Atari lynx flash cart or use the rom with an Atari Lynx SD carts (there are two kind available, one using the headerless LYX format, and one using the LNX format).
Last chance is to play it with an emulator (Handy, or the Handy derived libretro core) or online on the Atarigame online emulator (Atarigamer is the organizer of the Jam for which this game was released).
You can learn all you need on the Atari Lynx on the Atari Age forum, that is a sponsor of the jam.