(I'm using Linux, but I think it's the same on any distro...)
On the root folder of the game, double click the file "CollegeKings.sh". A menu with options will show up and either "run" or "run in terminal" works for me.
If it happens not to work (but I think it will), you can manually open a terminal (ctrl+alt+T for me) and, also on the root folder of the game (I've added an option when I right click that is "open in terminal"; if you don't have that, you have to navigate to the folder manually or add the path when executing the file), just type "./*.sh" and it runs (technically, "./CollegeKings.sh", but since it's the only .sh file, the * suffices; and, of course, if you're not in the folder, you have to add the whole path to the command line "./[whole path]/CollegeKings.sh".)
I think either one of those options will work, but, if it doesn't maybe you'd have to flag the file as executable... I didn't have to do it here though... Any other help you need just ask.