i use Chrome OS,and I useally just use the terminal for everyhing (mostly everything,becides APKs) but i cant ever find a way actually use these type's of files (btw,i downloaded the Game of of itch.io)I can't help you myself, but you could tell us what Linux distro you are using and version you are using.
Also whether you know your way around Lutris and Steam.
Welcome to linux.org
Chris Turner
wizardfromoz