/opt/Apps/EmpireCombined/linux will be the right directory. The install directory is internal to the game, and most of that stuff gets placed in the Game Data Directory structure after it is created.
We had some trouble with trying to get it to run under a VMWare install, and I think it is related to the way the Unity engine tries to use the video card. Do you run any other Unity games on this instance?
I will ping my linux group and see if anyone has some words on it.
But this is an interesting thread:
https://forum.unity.com/threads/running-on-ubuntu-with-vmware-workstation.470925...
--Mark