Got it to work on Linux using GZDoom. Download the Windows or MacOS version and extract the sunsetdemo.ipk3 and sunset_bm.pk3. Use sunsetdemo.ipk3 as iWAD and sunset_bm.pk3 as PWAD. I went through the tutorial and got to the first phone call without any (technical) issue.

Looking forward playing more and the complete game.

Just a note, the steam version has native linux support. I thought I uploaded the linux native version here, but this solution also works!