How to change the installation location?

[Urkle]

The amnesia linux installer provides a way to choose where you wish the game to be installed to. Either pick from one of the default paths or browse to choose your own.

As for moving an existing installed game.. Just simply move it. You'll have to update the desktop menu entry to the new location if you want to launch the game from the menus.. that is either going to be located in /usr/local/share/applications/Amnesia.desktop or ~/.local/share/applications/Amnesia.desktop depending on where you installed it originally.