Raspberry Pi: How to install Cave Story?

I have a raspberry pi 2, and I was wondering if there was a way to get Cave Story on it.
Right now, I have the raspbian OS, if that helps anything.
Thanks ahead of time!

 

The main site contains a link to an NXEngine port of Cave Story, have you tried it?

 

Okay, on it now and I couldn't figure out how to work it. :/
Can anyone tell me how?