Hello and welcome to LinuxQuestions,
You say you downloaded the self-contained installer, right? I just looked at it and its name is veetle-0.9.17-linux-install.download
so it's quite normal that you get the error.
Can you try this in the directory where you downloaded the file:
then provide your password if asked and the installer should start.
And BTW, there are no stupid questions when learning something new. Have fun with Linux.