Mutual GNU / Linux

That error indicates the file isn't there... :-)

Do that after
sudo apt-get install ryzom-client

And then:
sudo dpkg -i /var/cache/apt/archives/ryzom-client (and then press the TAB key, it should auto-complete the name of the file for you)

In any case, plese copy-paste here this whole session :-)

Have fun,
Nuno