In my /usr/share/games/opendune folder there are 'data' symlink to '/home/user/MyDocs/Games/DUNE2/' folder. You copied/already have original dune files in /usr/share/games/opendune/data/? You can also check output of 'apt-get remove opendune' and 'apt-get install opendune'. Installer should download data files for you but I think postinstall script fails for some reason.