Thanks for the support! It really was dumb. I'm sorry, I'm not really all that accustomed to using a Linux OS.

I would like to report a few things though. I came across two problems. The one is probably a Linux problem, but I'd like to tell you anyway. Part of why I had trouble launching the game before is because I tried to create a Start Menu shortcut but I couldn't manage to. You have to do it manually, that is, you pinpoint the directory of the "executable", name the shortcut, give it an icon etc.. The thing is, I tried pointing it towards the files you mention, but I it didn't seem to get it, as if those files aren't executable. Although double clicking on them works as expected. I use a 64-bit system, by the way.
Second, and most important; I played a bit and eventually I wanted to quit. So, I returned to the main menu, but from there my options were few! The menu wasn't working properly. I think what happened was, after returning to the main menu, the game assumed I was using a game controller (maybe an Xbox one?). On the down left corner, there was an analog stick for moving (although WASD and arrows were still working fine), A for selection and B to cancel, both of which I believe weren't referring to keyboard buttons (which obviously didn't work). I used Ctrl+Alt+Delete which reset the game and the buttons and the icons were normal (functioning keyboard buttons).

Other than that, I like the game a lot! The aesthetic is so different and appealing, it's a huge plus. Also, the combat system is sophisticated and I like the fact that dying is part of the gameplay. This game feels very fresh! Well done!