The documentation says you can just unpack the tarball and execute run.sh but this is not accurate. I had to define JAVA_HOME. ./bin/linux/run.sh failed with a not very descriptive error message:
wrapper | --> Wrapper Started as Console
wrapper | Launching a JVM...
wrapper | Unable to start a JVM
jvm 1 | wrapper | Unable to start JVM: No such file or directory (2)
jvm 1 | wrapper | Critical error: wait for JVM process failed (No child processes)
wrapper | <-- Wrapper Stopped
So either run.sh should check for whether JAVA_HOME is defined, or the docs should say it's required, or (even better!) both.