Yep I figured it out, I wasn't in the right directory when I ran ./DDLC.sh in Terminal. Thanks for the reply!
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I see it has the Linux and Windows symbols on the same download page, but I cant figure out a way to play it. I've tried installing, says it's not compatible, which is what I figured. So I extracted it and got an EXE file that is also incompatible. How do I get it to run on Linux?