So first of, I always opened games by going in the /lib folder then the linux one and click the game there. Even for games that I can run on my pc, I can only open them that way.
I tried to run the .sh file like you instructed, but got the same error notification as before.
That thing I said with ">Is not a district " was a tranlation for the german phrase I get as an answer. The error I get in german is:
bash: cd: Dokumente/VelCensored-pc/VelCensored.sh: Ist kein Verzeichnis