in Unity games the executable is often not set to be allowed to execute. i don't know whether that's Unity's or the author's system fault.
anyway, this solution works for all Unity games where the author didn't bother (or know how) making sure that anyone can run it.
- most graphical file managers support setting executableness of files.
1. browse towards the game's directory
2. right click "NSaFN0.4Linuxpublic.x86_64" and open the file's properties.
3. find and toggle the executable setting. (sometimes it's called differently. e.g. in Thunar it's in the "Permissions" tab and is called "Allow this file to run as a program".)
4. run by double or single click (depends on your file manager).
- the universal way from terminal:
1. open a terminal emulator and cd to the game's directory
2. call "chmod +x NSaFN0.4Linuxpublic.x86_64"
3. run from terminal by calling "./NSaFN0.4Linuxpublic.x86_64"