Is there another way to run cgminer without using the .exe file on linux?
otherwise I'll be looking into Pita (have no idea what it is

)
.exe is for Windows. You couldn't run it on Linux even if you did download it.
Just compile from source (it's not difficult, and there's plenty of guides on the web). Or you could use the other two miners that still support GPU mining (bfg and sg).