You need to be in the directory where the console is kept, most likely your home diretory... I'll use /home/username/folding as an example.
cd /home/username/folding
./FAH3Console-LinuxB.exe -advmethods -forceasm
If you've never run the client before, you may need to alter its permissions so it is executable, as root:
cd to where it is, then
chmod +x FAH3Console-LinuxB.exe