I'm new to linux so i don't really know how to install things on the pi. 

Here's what the code I used:

        cd Downloads

        chmod +x itch-setup

        ./itch-setup

Every time I run the last one, it opens up a window that says Itch on it, closes it, and says "segmentation fault".

RPI uses an ARM processor, so you need applications compiled specifically for ARM.

The Itch app is compiled for the x86 architecture, which is used by desktop and laptop PCs, and you can't use it on an RPI.

The alternative would be to download the source code from GitHub and compile the application yourself, but I don't think you'll get much out of it. Except for the HTML games, the rest of the games will also be compiled for the x86 architecture and won't be compatible with an RPI.

EDIT; 
Note: This has nothing to do with using Linux, but with the hardware architecture of the RPI.