In the past whenever I have installed MRL on a Raspberry Pi or even in Windows, I would create a dirctory MRL, copy the myrobotlab.jar file into that director, then open a terminal window and navigate to the directory.
From there I would run the command:
java -jar myrobotjab --install
After some time, particularly on a new build with a fresh OS image, the program would finish and leave me at the command prompt.
Launching then without the --install would start MRL up with all the services installed.