In the directory where you downloaded the .bin file:
chmod +x thefilename.bin
./thefilename.bin
If you get permission denied errors, then append "sudo" to the front of the commands i.e. "sudo ./thefilename.bin" or "sudo chmod +x thefilename.bin"
Afterwards, you can run the game from the desktop icons or go to the installation directory and run "./psclient". It may be that you need to modify permissions though depending on the details of the installation.