No installation is required, just extract all files to one folder and play. You may need to set "executable" bit in Linux.
Linux version requires 32bit GTK+2 (Thanks Akien for the information). Testing version also requires (Debian/Ubuntu package reference): libopenal1 libpng zlib1g libvorbis libfreetype6 libfreetype6-dev
See ProjectHelenaHelp.pdf in DAT folder for more information.
See /DAT/Music/readme.txt & /DAT/WAV/readme.txt for CC-BY licensed assets information