For Linux and Mac versions you need to install sdl2 dependencies.
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Debian
apt install libsdl2 libsdl2-image libsdl2-ttf libsdl2-mixer
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Fedora
dnf install SDL2 SDL2_image SDL2_ttf SDL2_mixer
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OSX (Homebrew)
brew install sdl2 sdl2_image sdl2_ttf sdl2_mixer