Oof, looks like you were following some wildly outdated instructions for Linux builds. Not your fault! Ubuntu 14.04 is ancient, it stopped being supported ages ago. According to more recent docs, you should be building for 20.04. For the time being for all other Linux users, the best way to get it working on Linux is to add the windows exe as a non-steam game in Steam, and set it to use Proton compatibility tool, that works well.
I would recommend grabbing an older package for the libraries, extracting them, then using a wrapper script to start the game. This worked like a charm for me!
Download the ".deb" package file:
https://packages.ubuntu.com/bionic/amd64/libssl1.0.0/download
https://www.gog.com/forum/mable_the_wood/libcryptoso100_not_found_on_ubuntu for the discussion on how to make use of the libraries contained in the package.
Extract the libraries:
$ dpkg-deb -x libssl1.0.0_1.0.2n-1ubuntu5.7_amd64.deb libssl
$ mkdir lib
$ mv libssl/usr/lib/x86_64-linux-gnu/* lib
runme.sh:
#!/bin/bash
# Adapted from:
# https://itch.io/docs/itch/integrating/platforms/linux.html
# Move to exe's directory (required for audio libs)
cd "`dirname "$0"`"
# Set the libpath and execute the binary
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:./lib/
exec ./where_is_2021 $@