Sometimes the games don't set the proper permissions on files before packing. You may need to add the executable privilege on the .sh file, then on lib/linux-x86_64/Rogue-Like. Ping me if you need help with that.I may be an idiot, but how the hell do you run a Ren'py game on Linux?
If that doesn't work, try launching the .sh file through the terminal. That should give you a better description of what went wrong.
Last resort, if you have Wine, launching the Windows .exe file works.