Alright, I'm looking into it quick.
The source file from that thread is missing some files you don't need to compiling on Linux, but it does appear to have everything you actually need. The file should decompress with a folder call 'lcs_4.04.0_src'. Within that folder, the xml files in question belong in the art directory. The copy I just downloaded to check contains them, so either you lost them somewhere (redownload the archive) or they didn't get parsed by the program correctly (run 'make clean' and then 'make', this thing lets us run 'make clean', right?). Unfortunately, my Linux box isn't immediately available to me and my VM isn't cooperating, so I can't actually confirm that 'make clean' works, but it's fairly standard, so it really ought to.
I generally suggest ignoring that thread and running an svn checkout. The subversion repository contains the most update to date version of the game, which is more up to date than the version in that thread.
To do a Subversion checkout, install Subversion with the following command:
sudo aptitude install subversion
then run
svn co https://lcsgame.svn.sourceforge.net/svnroot/lcsgame lcsgame
I'm not sure why the game would fail to find/parse these files, but I do think the first step is to just rebuild the program and see if it runs. And yes, you will have to always run this from the terminal. It's a terminal-based ascii program, after all. On a related note, set the terminal size to 80x25. I'm pretty sure the Debian/Ubuntu/All-Their-Derivatives terminal defaults to 80x24.
I'm not the most knowledgeable Linux user here, but I'll certainly try to find the solution to your problem if rebuilding doesn't solve it. Also, far off chance, but make sure you're building LCS in your Home directory somewhere.