You know. Change directory. With the cd command. At a shell prompt. In a terminal emulator. The primary, standard, normal interface that one uses on a Unix-like system.
Nowadays, they seem to provide linux distributions where graphical interface is the default way to do things, and if you want a terminal emulator, it's hidden deep down some "administration" menu. It brings new users to Linux, but on the other hand this does not encourage said users to learn the way of the command line, so they miss an important part of linux.
@ Jake: I agree with greycat: it's a "wrong directory" issue (there may be other problems though).
Very often, messages about things not found are related to one not typing the commands from the right place. One thing that strongly suggests that this is the problem is the fact that the "missing" ./libs/Dwarf_Fortress is named through a relative path (note the dot at the begining).
If I look at the contents of the df file, I see this:
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#!/bin/sh
DF_DIR=$(dirname "$0")
cd "${DF_DIR}"
export SDL_DISABLE_LOCK_KEYS=1 # Work around for bug in Debian/Ubuntu SDL patch.
#export SDL_VIDEO_CENTERED=1 # Centre the screen. Messes up resizing.
./libs/Dwarf_Fortress $* # Go, go, go! :)
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The effect of the two first lines is to change to the directory where the df script is. But if you type this in a freshly opened terminal emulator, this will be your home directory instead. And there is usually no "libs/Dwarf_Fortress" in a typical user home directory.
I don't know what is supposed to happen if you double-click on the script file icon in a graphical user interface in Ubuntu.