i guess
unreal engine is super mean to the linux user, some distros all you have to do is navigate to the train666.sh file and double click it. or you need to do it this way. https://www.cyberciti.biz/faq/run-execute-sh-shell-script/
i hope you on Ubuntu because i couldnt walk you though any other distro. also look at this link. https://askubuntu.com/questions/38661/how-do-i-run-sh-scripts