It's is (usually) not so difficult, and this is no exception.
Look up the game's system requirements. Frostpunk's say this:
Minimum:
Processor: 3.2 GHz Dual Core Processor
Graphics: GeForce GTX 660, Radeon R7 370 or equivalent with 2 GB of video RAM
Looks plain as day to me. Your hardware doesn't meet the published requirements, or even come close.
Keep in mind that CPU-integrated GPUs like yours are not merely slower than the discrete GPUs listed as bare minimum; they sometimes also lack features that are present in the latter. Similarly, both of your CPUs are older/weaker than the minimum, and may lack some of the newer instructions that would be present in 3.2GHz+ models.
In cases like this, there's no reason to expect the game to run on your hardware. This is not because you're running Linux. It's because of target platform decisions made by the game's developers.
You might get lucky, or discover enough workarounds to get it running anyway with some effort, but it's unlikely to be a good experience. If I were going to try anyway, I would start by enabling as much logging as possible, and searching online for any error messages I found in the logs to see if I could find someone else who had encountered and solved them. Be aware that troubleshooting like this can take a long time even if you're an experienced software developer, and might not bear fruit.