Cracked software on Linux? Is there such a thing? I thought Linux software was all free and almost all open source. Anything non-free will simply be a compiled binary.

Applications on Linux come in, very generally, in 3 forms. You get a zipped archive (like .tar.gz, .bz2) of files. These are source files you have to compile into....or already compiled or binary files you can plop anywhere to run. Both source or binary file, "packages" you might call them, may have dependency requirements, requiring you to install from your package manager some needed common libraries, like OpenGL, SDL, SSL, or other things, usually starting with "lib", like libsdl2-2.0.-0, libglfw3, libglu1-mesa....etc.

So, we mentioned source packages, binary packages, and the 3rd type being a repository package. They usually come in zipped packages in a particular format with the .deb, .rpm, .appimage, or another extension. A repository package is just one of the aforementioned source or binary packages, with additional metadata for the package manager. It tells the package manager what dependencies are needed, so it can auto install those. The package manager then keeps track of the installed files, to easily know they are installed, upgrade them, or uninstall them.

More than likely what you have is just a zip of binary files. They likely require less than easily figured out dependencies if it didn't come with a readme. It is almost guaranteed to include a trojan on crypto miner. You can likely unzip it and run to your hearts reckless desire as-is.

You can more-safely run it in a virtualized thin-container, but while they can do it, virtual machines and thin containers (lxc qemu docker wine) don't lend hardware access like a 3D graphical game would need too easily for novice use. Following a good tutorial focused for getting the particular game working with hardware graphical acceleration, while in a virtualized thin-container is the usually starting point.