It looks like the binary for some reason doesn’t have +x permission. Is your /media drive mounted noexec by any chance? If it’s not, try chmod +x Hero-Linux-Debug and then ./Hero-Linux-Debug.
That said, it will probably crash right if run that way. Normally, standalone games are first packaged (to some directory) and then run from there - in your case it looks like you are trying to run the standalone game binary without packaging the game first (i.e. producing the pak file etc).