You're (maybe) in luck, it appears as though someone is packaging Dangerdeep in a PPA here (last update was in November):
Here's the quick and dirty way in a terminal:
sudo add-apt-repository ppa:aegirxx-googlemail/dftd-latest
sudo apt-get update
sudo apt-get install dangerdeep-latest
The upstream page does say that the game is in Alpha, so it might be one of those things where you'll need to report the failures to the developers, maybe they're looking for testers!
The binary to launch it is put in /usr/bin/dangerdeep
. The deb appears to be missing a .desktop file, which is why it doesn't appear in the menu. This should be filed as a bug report with dangerdeep so that it's easier for users to find it.