When installing on linux, you'll need the 32-bit libraries specified on the valvesoftware website.
Ubuntu
sudo apt-get install lib32stdc++6
sudo apt-get install build-essential
sudo apt-get install libx11-xcb-dev libglu1-mesa-dev
sudo apt install libxcb-xinerama0 libqt5x11extras5
If you get an error for missing dependencies or broken packages, run the following
dpkg --add-architecture i386
apt-get update
apt-get install lib32gcc1
RHEL, Fedora, CentOS, etc.
yum install glibc.i686 libstdc++.i686
Arch Linux
Enable the multilib repository
pacman -S lib32-gcc-libs