MOST of the "not founds" in the penumbrademo.bin ldd are ok as those libs are in the "./lib" directory in the game installation.
running LDD like this would show those.
LD_LIBRARY_PATH=./lib ldd ./penumbrademo.bin
As for the libGL.so.1 THAT is where your problem is. You only have the 64bit libGL installed, you NEED to install the 32bit libGL.so.1 as well (the one for the nvidia driver that is). Poke your distribution forums or search around here as I know a few others have mentioned how to do that on debian/ubuntu.