I have got linux penguin and I have tried the traditional way of opening it as if it is a debian file but does not work. Any Ideas on how to launch it on linux/linux penguin?

You can just extract the file by using unzip in the command line, or you can use your favorite graphical extractor, I would recommend using Ark.

After that you just need to double click the Karlson_linux.x86_64 file.

NOTE: this is a build for Linux x64, so if you are still for some reason running a 32 bit version of Linux, it will probably not work.