Create a folder somewhere where your user has write permission, I guess /opt/ryzom is as good as any. Extract archive into it with full paths. To be sure create .ryzom in home folder and copy everything but ryzom.sh, ryzom_client and client_default.cfg to it. Run ryzom.sh
Now in root folder (where ryzom.sh is) look for log files and see if there's any clue in them. If there are no logs, check ~/.ryzom folder. If you get game running, alternatively move data folder out of /opt/ryzom and ~/.ryzom and see which location is correct. Rest of files take next to nothing.For building your own, see here