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