On a Raspberry Pi you can only access it directly from the Pi Store I believe. Just open up the Pi Store, go to My Library, and click on the NXEngine port.
I have a Raspberry Pi Model B so I'm not sure if it'll work the same. Also, it's pretty cool you are browsing the forums with your Pi. I do that too sometimes. : P
Sorry, I haven't been here for a while because I'm a new member and I forgot about this, but I saw it again today. I didn't have a Pi Store on my Pi and thought something was wrong until I saw this:
https://www.raspberrypi.org/pi-store-shutdown/
So it looks like sadly the Pi Store was shut down
Before, I just downloaded the game at:
http://www.cavestory.org/download/cave-story.php, then scrolled down to the Raspberry Pi port and downloaded it, then I would run NX from the folder, and in the top bar, I could see that my CPU usage would jump up, but Cave Story would never load. So I went to Shea Silverman's (the creator of the Pi Port) blog about it:
http://blog.sheasilverman.com/2012/07/cave-story-nxengine-on-the-raspberry-pi/
I clicked download, but it just gave me a 404 error. So I put the link into the wayback machine, and found a download that worked from 2015. I then followed the instructions on Shea's website, with a few hiccups because I am not familiar with the linux command line, so I had to look some commands up, and I also had to move nxengine.zip from the downloads folder to the root folder. But after I did all of that, it worked! For some reason, the music was absolutely horrid, and I could only barely tell what music was supposed to be playing. I know it wasn't my speakers, because right after that I played the songs on my speakers from the Pi on YouTube and it sounded fine, so I don't know what the issue is. Maybe the sound files got corrupted.
