I'm using Ubuntu/Mint, so it might differ for you.
What I did is mark the game executable as an executable. In Mint that's right click -> in the menu check "mark as executable".
In case your Linux distro doesn't have that option, you can do it via the Terminal too: https://askubuntu.com/questions/229589/how-to-make-a-file-e-g-a-sh-script-executable-so-it-can-be-run-from-termina