Unpacked the game, running sh start.sh results in:
start.sh: 2: cd: can't cd to start.sh
./hoi4: error while loading shared libraries: libGLU.so.1: cannot open shared object file: No such file or directory
start.sh:
#!/bin/bash
GAMEDIR=$(cd "${0%/*}" && echo $PWD)
cd "$GAMEDIR"
export LC_ALL=C
exec ./hoi4 "$@"
The expectation was that the question would be accepted as error specific question.
The specific error you're getting is because of the way you are trying to execute the script (and the rather strange way the script is written).
When a script is run, positional parameter 0 contains the name by which the script was invoked, e.g. path/to/start.sh - or simply ./start.sh if it is called from the current directory. The parameter expansion syntax ${0%/*} removes the shortest suffix from $0 matching /* leaving (respectively) path/to or just . and the script then attempts to change to this directory - in other words, to the parent directory of start.sh
However, when you use sh start.sh (as well as executing the script using sh instead of the intended /bin/bash), $0 equals start.sh. Since there's no matching /, ${0%/*} doesn't remove anything from $0, resulting in the script trying to execute the command cd start.sh which obviously fails because start.sh is a file not a directory.
The solution is to execute the script the way the author presumably intended - that is, by ensuring it is executable
chmod +x start.sh
and then executing it directly, e.g.
./start.sh
