Okay, so downloaded all 5 files and clicked on the ufoai-data_2.2-0~getdeb1_all.deb and it started installing. Here are the results:
Data for UFO: Alien Invasion
This package contains all the non-optional game data for UFO:AI: maps, models, units, sound effects, etc.
Included Files:
./
usr/
usr/share/
usr/share/doc/
usr/share/doc/ufoai-data/
usr/share/doc/ufoai-data/changelog.Debian.gz
usr/lib/
usr/lib/games/
usr/lib/games/ufoai/
usr/lib/games/ufoai/base/
usr/lib/games/ufoai/base/0maps.pk3
usr/lib/games/ufoai/base/0ufos.pk3
usr/lib/games/ufoai/base/media/
usr/lib/games/ufoai/base/0pics.pk3
usr/lib/games/ufoai/base/0base.pk3
usr/lib/games/ufoai/base/0snd.pk3
usr/lib/games/ufoai/base/0models.pk3
usr/lib/games/ufoai/base/i18n/
usr/lib/games/ufoai/base/i18n/en/
usr/lib/games/ufoai/base/i18n/en/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/en/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/cs/
usr/lib/games/ufoai/base/i18n/cs/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/cs/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/da/
usr/lib/games/ufoai/base/i18n/da/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/da/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/es_ES/
usr/lib/games/ufoai/base/i18n/es_ES/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/es_ES/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/de/
usr/lib/games/ufoai/base/i18n/de/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/de/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/it/
usr/lib/games/ufoai/base/i18n/it/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/it/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/slo/
usr/lib/games/ufoai/base/i18n/slo/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/slo/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/fi/
usr/lib/games/ufoai/base/i18n/fi/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/fi/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/est/
usr/lib/games/ufoai/base/i18n/est/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/est/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/es/
usr/lib/games/ufoai/base/i18n/es/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/es/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/pt_BR/
usr/lib/games/ufoai/base/i18n/pt_BR/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/pt_BR/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/pl/
usr/lib/games/ufoai/base/i18n/pl/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/pl/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/fr/
usr/lib/games/ufoai/base/i18n/fr/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/fr/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/ja/
usr/lib/games/ufoai/base/i18n/ja/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/ja/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/ru/
usr/lib/games/ufoai/base/i18n/ru/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/ru/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/sv/
usr/lib/games/ufoai/base/i18n/sv/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/sv/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/i18n/th/
usr/lib/games/ufoai/base/i18n/th/LC_MESSAGES/
usr/lib/games/ufoai/base/i18n/th/LC_MESSAGES/ufoai.mo
usr/lib/games/ufoai/base/0media.pk3
usr/lib/games/ufoai/base/media/DejaVuSans.ttf
usr/lib/games/ufoai/base/media/FreeSans.ttf
However, there's no link to starting the game, as promised by the link above:
Menu: Applications -> Games -> UFO Alien Invasion
And I don't know how to start the game (I'm new to Linux).
I wonder if I screwed up the installation (but no error message was reported) or am I missing something.
Thanks in advance for the help!