Have you tried installing it in WINE or a QEmu emulation of Windows?
It's a windows program, so it can't run in Linux unless using an emulation program (or in the case of WINE, something that's similar to an emulator, but not really)
The above 2 programs can run windows programs in Linux and are free. QEmu is slow, and WINE is hard to configure (or so I've heard)
Considering how laggy Ragnarok can get, I wouldn't reccomend QEmu. I run Linux through the windows version of QEmu (since this is technically my mom's comp, and she knows how to use windows and doesn't like change), and It takes a LONG time to even boot up Ubuntu, let alone any window manager. I'd hate to see what a crowded screen in an MMO like Ragnarok would do to QEmu.
If you can get it working in WINE, congrats. I don't know how though. When running windows things, I just shut down my Linux emulator.
Failing that, the only way I can think of is paying for the better emulation program (i forget the name), setting up a dual boot system with both windows and linux, or getting a windows box specifically for gaming.
For specifics on setting things up in WINE and other such programs, ask someone else, I haven't even gotten my emulation to boot up yet...