I remember not being able to get VCV to run by clicking the icon in the file browser on my linux machine. You may need to run VCV Rack from the command line. If you cd into the directory and run ./Rack does it start up?
The manual might help: Installing & Running - VCV Rack Manual
You can create a bash alias that does this and bind it to a keyboard shortcut so you don’t have to open a terminal every time you want to run VCV. That’s what I do. Something like:
alias launch_vcv="cd /path/to/VCV && ./Rack"
Let me know if this was helpful.