What Keen is attempting to give you is the Command Line (Terminal) Commands you would use to launch the game.
You can also use your file manager to navigate to the File where ever you saved it, open up its properties with a right-click on it, then under the permissions tab check the box that says allow executing of the file.
Close the Properites, then Right click it agian and tell it to open with java runtime.
If that is just not making sense, then I suggest you may want to Google using the Terminal in Linux and start learning until you get the game launched.
It took me a couple of hours to the first time I tried to launch a Java Game, will provide any addtional help that I can.
