Hey, again! After some studying, I found out that Renpy can properly but not natively support Linux on windows platforms. Renpy hasn't made an official native execution system for the ELF platform yet, neither do I think they will.
In simpler words, The Windows executable is just the same thing as the .sh file provided with both the Windows and the Linux builds. The difference is that the Linux build supports x64, x86, and x86-64 Linuxes while basic Windows exports only support i686 Linuxes. i686 executables can be run on nearly every x64, x86, and x86-64 Linux operating system. Judging from this fact, the Linux build is omitable, since the .sh file that comes with the Windows build is pretty flexible when it comes to portability.
In Even Simpler words, The Linux build is just a slight speed optimization for linuxes, and just a little bit more native, compared to the Windows executable.
During this study, I found out that running the .exe file with WINE was the wrong thing to do, and the proper ( And more obvious ) way to execute the Windows build on Linux was to run the .sh file provided alongside the .exe file.
Thanks for providing the builds, and I'm sorry for making You guys go through the trouble of making a Linux export.
Good Luck!
EDIT: Wow this is a long comment!