I had a hard time getting the linux installer to work or finding instructions, so Im writing out my steps in case anyone else needs it (or If I ever need to install it again!).

First of all, note that the download is a shell script (mostly full of archived binary data!).

When I tried running the script as is, I'd get an error message:
"PANIC
Initial setup failed. Cannot continue.

Error: Couldn't run mojosetup
"

These are the steps I took to solve the issue (they may not all be necessary, but its what worked for me):
1. I renamed the shell script to install.sh since the script referred to itself that way. Probably not required.
2. Make the script executable via "chmod +x install.sh"
3. Run unzip on the shell script. This creates 3 directories 'meta', 'data', and 'scripts'.
4. run './install.sh --check' to make sure the data is valid.
5. run './install.sh tar xfvz' to unpack more files via tar. This should create directories 'bin' and 'gtk-2.0' as well as the script startmojo.sh.
6. run './startmojo.sh'. This runs a GUI installer which should be self-explanatory.

Once installed, I had to do the following to be able to actually play the game.

1. Go to the directory where you installed the game.
2. (optional) My OS is 64-bit and the game seems to need a 32 bit libcursorx package so I ran 'sudo apt-get install libxcursor1:i386'.
3. run 'chmod +x start.sh' and 'chmod +x game/Kingdom.x86'
4. to start the game run './start.sh'