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I'm not doing anything, I'm just trying to run it (without a success). 

I have unpacked, ran command as in initial post, got result as in initial post. 

Oh I see. You must be using Linux, then? I just downloaded and tested out the Windows version and it's working fine, but I have no way of testing the Linux version. So I assume this is what is giving you trouble. I will try to contact Yellow and see if he knows what might be causing the error. Thanks again for reporting it.

The full list of dependencies for the game is

libc6-dev-i386
libstdc++6:i386
libopenal1:i386
libxxf86vm1:i386
libglu1:i386
libcurl3:i386
libxrandr2:i386

So based on that error you're missing libcurl3:i386 specifically.